It's a problem I've had ever since I got the AC97 C-Media sound card.
Well, not really a serious problem, but very irritating.
When I click the Slide-bar on the Volume Control, instead of sounding the "Ding" from the speakers, I get a "Beep" sound from the PC Speaker.

How do I fix this?

thanx

are the sound card drivers installed properly? also, is your new sound card selected as the default playback device?

The problem is registry borne and was induced (in my case) by RegCure. The restate, the Windows default tone for the volume control that gets louder or softer as you adjust the volume from the task bar disappeared and was replaced by a single 'beep' from the system speaker. This will fix it:

http://www.kellys-korner-xp.com/xp_tweaks.htm

Go to '6. Restore System Default Sounds' and follow the instructions.