I have a sound problem with sounds, too. I use MSN for my main web interface (comes with the DSL service). I have set all sounds to be "off" according to all the settings in the system. When I have the speakers on, all the sounds (opening, greeting, pop-up sounds, etc...) still play. Besides the obvious (get rid of MSN), is there a solution to this?
It's really annoying because I listen to my music while surfing and I get all the annoying pings and everything else...
In your case, go to Control Panel - Sounds - Sounds tab - and for Sound Scheme, pick “No Sounds”.