Thanks Paul,
Based on your post, I think I found an easier way. Go to C:\Windows\Windows XP Exclamation.wav and change the extension from .wav to
.old.
Windows XP Exclamation.wav is the wav (sound) file for saving messages. Now your messages will be silent.
You can also use Search in Windows and search for Windows XP Exclamation.wav and it will come up and you can change it there or go to the path on the right in case it is a different path than I am using.