No problem, Go to control panel, Sounds,Speech, and Audio
Devices, Sounds and Audio Devices, Click Sounds on the top
tab, In the Exit Windows and Start Windows area you need
to select None for the wav sounds.
By the way if you want to convert an mp3 to wav then you
can customize the sound played when any of the items listed
in the area occur. This of course can be a good or bad thing.