Windows uses a standard set of sounds for system events like startup, shut down, log on/off, UAC warnings etc.
Many users do not realize that these boring defaults can be changed by tweaking settings under control panel.
Modify Windows system sounds
To do so, go to Start > Control Panel and open Sound settings (by typing Sound in the search box on top right). You can find an array of settings pertaining to each event. Tweak and adjust to your heart’s content.
To add your own tones, put them in C:\Widnows\Media. It has to be in .WAV format. Lower file sizes help in smooth shutdown/startup/warning, so try to keep it as low as possible.
Disable system sounds
To disable the sound altogether, choose the particular Program Event, then select None from the drop down.