Go into the 'Sounds' menu in your control panel (I'm assuming Windows user, if Mac I can't help you I'm afraid). The Sounds option box, then the bottom panel is Program Events. about fifth on the list is 'Default Beep' - I think this is the noise that is played under the circumstance you mention. Go to the drop-down box and select 'None' for this event. This (or a different event if I've got the wrong one) will prevent the sound from being played, but will also stop any equivalent error sounds, so be wary if there are any similar you would want to continue hearing.
Hope that helps.
Bookmarks