See stuxnet: http://arstechnica.com/security/2014/07/this-thumbdrive-hack...
Put a few in different areas around work and wait for the magic to happen.
Screamers are 100db+. To get that you have to drive a piezo at about 100V near it's maximum resonance point and engineer the case to create a resonant cavity.
To generate that voltage, you're likely going to need an autotransformer. And nobody stocks these off the shelf--they're a custom order magnetics part. (If you find a better circuit topology or a place that stocks the appropriate autotransformer, do please let me know.)
Of course, if you just want a wimpy beep, there's lots of options. :) But if you want something offensively loud, you're going to find that there is more engineering here than you think.
It's a good project, but it isn't "easy".
http://www.picbasic.co.uk/forum/showthread.php?t=16855 http://www.instructables.com/id/How-to-make-an-Arduino-drive...
Instead of screaming a few seconds after being plugged in, perhaps it should silently charge whenever plugged in, and then scream only when unplugged. The only way to silence it is to plug it in again, or smash it to little bits.
If you are having fun with anthropomorphic social engineering, you might even have the scream be a loud but plaintive "Help me! My batteries are dying! Plug me in, plug me in, find the nearest air gapped computer and plug me in!".
Quibble2: stuxnet was thought to have been spread using a Windows Explorer exploit. Also not BadUSB...
Someone could hook up those ports with a new cable, but at that point they could also just open the case and bypass the glued port.