From Wikipedia : http://en.wikipedia.org/wiki/Synesthesia#Sound_.E2.86.92_color_synesthesia

"Sound → color synesthesia
Cytowic calls sound → color synesthesia "something like fireworks": voice, music, and assorted environmental sounds such as clattering dishes or dog barks trigger color and simple shapes that arise, move around, and then fade when the sound stimulus ends.[3] For some, the stimulus type is limited (e.g., music only, or even just a specific musical key); for others, a wide variety of sounds triggers synesthesia.
Sound often changes the perceived hue, brightness, scintillation, and directional movement. Some individuals see music on a "screen" in front of their face. Deni Simon, for whom music produces waving lines "like oscilloscope configurations—lines moving in color, often metallic with height, width and, most importantly, depth. My favorite music has lines that extend horizontally beyond the 'screen' area."[3]
Though individuals hardly ever agree on what color a given sound is (composers Liszt and Rimsky-Korsakov famously disagreed on the colors of music keys), synesthetes show the same trends as non-synesthetes do. For example, both groups say that louder tones are brighter than dull, soft tones, where as higher tones are smaller and lighter than low ones. Low tones are both larger and darker than high ones."