Important: Turn Off Windows Sounds And Other Audio Settings
This is another good question & it's really quite simple to fix.
You need to right click on the speaker icon in the taskbar and choose "Sounds" or use Control Panel>Sound
Right click on the sound output you use and choose properties. The sounds tab is where you need to be.
In the drop down menu choose "No Sounds" and click apply then you shouldn't hear Windows sounds over your audio.
There is another audio setting you should change
1) Find your soundcard in the list of sound devices and right click choose properties.
2) Under the Advanced tab uncheck the tick boxes under exclusive mode and click Apply.
TIP: Also do the same for your default recording device and/or Virtual Audio Cables.
3) Under the Communications tab you need to set it to "Do Nothing"
Most settings in Windows are simple to change when you know how.
Google can give you more information on Windows Issues if you search hard enough!