In WinXP at least, at Start|Settings|Control Panel double-click Sound and Audio Devices, select the "Sounds" tab. There is an entry for "Open Program," "Close Program" and "New Email." You can click on any of them there and choose none, or browse to any .wav file on your machine to select one to use. (Short ones recommended for most use, but you can play Beethoven's Fifth if you want and have the file.)

You can also "save" a set of sounds selections as a "Sound Scheme" and the sudden appearance of "something different" could come from logging on as a different user or from another possibly inadvertent change in one of your "preferences" setting, since lots of settings can be built into named sets of preferences.

Other possibilities, but this is the most likely(?) unless the change is inside Netscape.

John