You can disable this error sound by editing the registry, but before you do that, it is recommend that you back it up first, read here on how to do so.
Start >> Run >> Type in regedit >> OK >> Navigate to HKEY_CURRENT_USER\Control Panel\Sound.
On the right side of window, double click Beep >> Change Value data to no >> OK
Start >> Run >> Type in regedit >> OK >> Navigate to HKEY_CURRENT_USER\Control Panel\Sound.
On the right side of window, double click Beep >> Change Value data to no >> OK