One way of doing this is by setting up the idea that when you put more
tension on a membrane or string that it vibrates faster. This can be
easily shown with springs and strings. Then you can show them a
guitar or other string instrument, and ask them what will happen when
you tighten the string. They should understand that it will vibrate
faster. Then you can ask how it will sound different, and then
perform the experiment.
Of course this could also be done with shortening a string to set up
the same idea. The most important thing needed to get the students to
learn from the demo is to have them always predict what they think
will happen.
While there are some good high tech Java simulations available, they
do not usually connect the idea of frequency to pitch, especially when
students do not have any idea of how frequency is measured.