Ok the above was just a joke, (but would still achieve the desired result haha).
In Vista/Win 7: Go to Start-->control panel--> sound --> sounds tab--> then look for the sound and uncheck it.
I'm 100% certain it's not called "doink" but it may be the sound called "asterisk," "critical stop," "exclamation" or "default beep."
You can test the noise that is your "doink," and select "None" for that option.
But ya know, MicroSoft should get a little more creative w/ the sound descriptions. "Doink," "blam," "wham," "kaboom" would all be much more fun sounding that "asterisk."