Not quite right yet, your led / buzzer circuit needs to look like this:
As your circuit stands there isn't a ground return path for the emitter and no current limitation (which would be a disaster if there was a return path). While the I/O port is only allowed to source 7ma, it will try and source as much current as the circuit demands, thus we need R1 in the diagram to limit the current we will draw from the IO pin. When it is high it will be 3.3V, the base emitter junction will be about .7V (and if connected directly, draw way to much current and likely damage the cpu). The 470 ohm resistor sees 2.6V (3.3 - .7V for the base emitter junction) and thus limits the current to around 5.5 ma (a little less than the max of 7ma for safety). The transistor will sink around 60ma with that base current with the buzzer taking 25ma and the led taking about 20 for a total of about 45 ma which should work fine. If your wall wart is putting out 6V, it is either broken, or more likely unregulated (in which case it may put out up even more than 6V under light load). A regulated wall wart (which is what you want here) should always put out between 5.2V and 4.8V until its current limit is exceeded (at which time the voltage will drop to protect the wall wart).
Peter