ICQ has various of sounds.
For example, Whenever a friend on your contact list comes online, ICQ tells you by playing a sound.
If you want this sound(s) to be stopped, you should follow these steps:
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From the Main menu choose Options.
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In the Options window General tab in the left pane click the Tweak my ICQ option.
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In the right pane you can find a "Sounds" list. Make sure any event for which you do not want a sound notification is unchecked.
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Click OK.