User kill211 does not like the click sound when he calls WebBrowser.Navigate. He wonders if there is a way to disable it without modifying HKEY_CURRENT_USER\AppEvents\Schemes\Apps\Explorer\Navigating, which has effect on other applications.
Unfortunately, the API for disabling sound is introduced in IE7. The FEATURE_DISABLE_NAVIGATION_SOUNDS feature can be toggled using registry or the CoInternetSetFeatureEnabled API.
Update: A good news is that in IE9 beta, the navigating sound is disabled by default. It helps the users who want to listen to music while navigating. For the visual impaired users, the sound can be turned on in accessibility options.
Black history: some old theme software overwrites the start.wav file instead of changing the click sound file name in HKEY_CURRENT_USER\AppEvents\Schemes\Apps\Explorer\Navigating. This can cause IE6 to hang. (The IE team call the article “Internet Explorer Navigation Sound Update”, which seems to follow the tradition of choosing confusing article titles such as WebApp.exe Enables User to Move WebBrowser Ctrl for an code example that enable navigating to folders in the webbrowser control)