Settings --> Cutomize Items --> Uncheck "Play Sound on New Arrival.
This preference has been there since the very first alpha version.
And, yes, Brian you can use any .wav file you like. One could even make their own that says, "I'm very sorry to hear that," which would score Nancy points while she is doing her history. Of course, it may sound kinda weird when she steps out of the room for a moment.
Contrary to popular belief, I only scan the message boards three times daily, so an email or PM would enable me to answer any support questions a bit quicker. Also, if the support questions weren't separated by Chicken Avatar posts, I may see it more quickly. Then, again, maybe not.
