So, your colleague told a bad joke, and the only proper response is a rim shot sound. However, you have no drum kit within reach, so what you really need is a keyboard shortcut, shall we say Ctrl+Alt+Shift+R to play the following rim shot sound effect.
So, here's how you do it in Ubuntu:
Download the above effect. Suppose you saved it to ~/rimshot.mp3
Install some shell tool that plays audio files. I use play from the sox package.
Go to System Settings -> Keyboard -> Shortcuts -> Custom Shortcuts
Click on the '+' sign to add a new one:
Pick a name and have it run the command 'play' on your file:
Click on the word "Disabled at the end of the line of your newly created shortcut, press the key combination you like (e.g. Ctrl+Alt+Shift+R), and your done.