The sounds your computer makes when system events occur are part of the Windows Default sound scheme. Some of the system sounds with which you might be familiar include Critical Stop, New Mail Notification, and Windows Change Theme (if you changed the theme earlier). You can change the Windows Default sound scheme to one of several others, all with names that are representative of the sound scheme they offer. One of the schemes is No Sounds.
You can change the sound scheme from the Personalization window you learned about earlier. Click Sounds and, from the Sounds tab, select a new scheme. (Right-click an empty area of the desktop and choose Personalize to access the Sounds option.)