To set alerts, you'll need a GPS model that's compatible with Garmin's POI Loader software. You can download the program from the Garmin website:
POI Loader automatically sets a distance alert when you transfer the redlight cameras file to your GPS with default settings.
As you approach a location that's in the file, your GPS will sound an alert and display a text message on the screen.
The default alert works just fine, but some models (those with MP3 capability) let you change the alert by loading a custom sound file.