No, I'd try to keep it as simple as possible, symbolically speaking. You could just use sets of beeps. A signal could look like:
. . _ . . . _ . . . . . _ . . . . . . . _ . . . . . . . . . . . _ and so on and so forth.
If you're worried that the primes would get too big (which is a legitimate concern), a good compromise might be to use the Fibonacci Sequence modulo some n, which creates discrete, repeating periods. We could try to optimize n so that each number never got too big, but the period was long enough that it was obvious what it is.
Pi
when n = 5 would give us:
_ _ _ . _ . _ . . _ . . . _ _ _ . . . _ . . . _ . _ . . . . _ _ _ . . . . _ . . . . _ . . . _ . . _ _ _ . . _ . . _ . . . . _ .
It would then repeat. We could go longer: the peiord of Pi(5) is 20 digits, while Pi(10) is 60 digits, so on and so forth.
(In this case _ _ _ codes for the 0 integer - this requires that the gaps and the dots all take a standardized amount of time.)
The benefit of this is that, since it's a cyclic sequence, we could just put it on a loop, and play it until they hear it. The trade-off is that it's less obvious what it is, although I imagine that, given a sufficient level of advancement (and assuming sufficiently similar psychology), they'd probably get it). I can't think of anything else that an alien civilization would be more likely to recognize than a sequence of integers.
Blessings
~ND