Look in your sound control panel. There might be something about "Modem WAV Out". Mute that and it should turn off the sound. Ifound out that sometimes look at your settings in your ISP. For example, ...

If you came of age in the 1990s, you’ll remember the unmistakable auditory handshake of an analog modem negotiating its connection via the plain old telephone system. That cacophony of screeches and ...