Sound control panel. You can change just about every sound. On a related note, we made this guy's start bar go halfway across the screen and autohide and he has no idea how to change it. His screensaver is also set to say 'I have to pee' after a minute. Again, he has no idea how to change it.
As jpmkm stated, go to your sound control panel. Go to the control panel>Sounds and Audio Devices, then click the sounds tab. In the box under "Program events," click "Start Windows." Then click browse and set it to whatever custom sound you have. I believe the file has to be a WAV.
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