I don't think you need to reinstall or take anything back, it sounds like you have enable a feature in windows that warns you when caps lock etc, is turned on. To disable, if you have xp:

1. Click the Start button, Settings, Control Panel (XP Users, hit the Start button, Control Panel). Open the Accessibility Options Icon.

2. On the Keyboard tab, click the "Use Toggle Keys" checkbox.

You will probably find that this box is checked, if it is and you dont want the sounds just untick the box.

Hope this solves it for you.