Nossos amigos do How-To-Geek têm um bom guia para fazer exatamente isso.
Open up Control Panel and find the Sounds and Audio Devices panel, choose the Sounds tab and then find “Default Beep” in the list.
Change the sound drop-down on the bottom to “None” and then click Apply. This should disable the volume control beep.
You’ll want to also change Critical Stop to “None” as well, and should probably also turn off some of the other items.
You can also use TweakUI to get rid of some of the beeps, but if you follow the items on this page you shouldn’t need that.