Summarize this article in one sentence.
This can be found in the Control Panel, under Appearances and Personalization. Click on the Sounds link, located either at the bottom of the window for Windows 7 & 8 users or located in the main list for Vista users. This will open the Sounds tool. Most likely, there are only one or two schemes installed on the computer. In order to change the sounds, you will need to find sounds to add. Windows only supports the use of .wav files when it comes to changing sounds for Windows events. There are thousands of free .wav files available on the internet. Once you have some sound files downloaded, assign them to specific Windows events. From the Sounds tool, select the event you want to change. Click the Browse button at the bottom and navigate to our newly-downloaded .wav file. Select it and then click the Test button to make sure that it works. Once you have customized your sounds, save them as a new scheme so that you can easily enable and disable it in the future.

Summary:
Open the Personalization menu. Select a scheme. Set custom sounds. Save your new scheme.