SoundPackager: How to Change your Windows Sounds
Do you like the default sounds in Windows XP? How about Vista then? I will give credit as the sounds in Vista are slightly better, but it doesn’t take long for those all too familiar sounds to get real old, real fast. You can change each one individually, but that is a tedious process, and I just don’t have the patience for that. So how can you change all those sounds at once? I use SoundPackager, which lets you easily apply "packs" of sounds to both Windows Vista and XP.
I wrote a full guide on how to change your system sounds, and you can find it over at WinCustomize.com.