To change the system sounds like: Windows Start-up and Shutdown sound, error notifications, system notifications etc... Follow the below procedure:
Open Control Panel
Under Windows XP: Sounds and Audio Devices
Under Windows 7: Sounds
In the Sounds tab you will be able to modify the sound events of your choice.
First select the event in the "Program event" field.
Next select a Sound:
Click on OK to validate.
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