If you use Ad-Aware se Version 1.06 you know all to well of the annoying sound it makes when a scan is complete.  Here is how to disable that annoyance.

Click on the Ad-Aware Configuration Window icon.

From the configuration window click on the Tweak button and expand Misc Settings.  Change the green checkmark to a red X as shown below next to "Play sound at scan completion…."  Click the Proceed button to save and that's it!  No more annoying sound at the end of a scan.

I am not sure about the new version of Ad-Aware 2007 but personally I see no need to upgrade.  I tried it out once and saw that it continuously runs in the background … and I am not a fan of programs that do that.