If You Want to TRUN OFF all system beeps (like the ones that go through your computers' internal speaker):

Start Regedit

Go to HKEY_CURRENT_USER\Control Panel\Sound

Edit the key Beep and give it a value of No

Improve Windows XP Shutdown Speed

This tweak reduces the time XP waits before automatically closing any running programs when you give it the command to shutdown.
Go to Start then select Run
Type 'Regedit' and click ok
Find 'HKEY_CURRENT_USER\Control Panel\Desktop\'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Now select 'HungAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
 
Now find 'HKEY_USERS\.DEFAULT\Control Panel\Desktop'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'
Now find 'HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\'
Select 'WaitToKillServiceTimeout'
Right click and select 'Modify'
Change the value to '1000'
Click 'OK'