A really annoying beep issues forth from my PC when I shut down ubuntu. I thought I may be able to change the sound used for shutdown but to no avail. Then I discovered this site:
It gives a great little tutorial on how to disable the annoying beep:
$ sudo gedit /etc/modprobe.d/blacklist.conf
And add the line:
Not sure how or why this works but it does! My guess is that modprobe.d is somehow used during shutdown.