Disable "ding" sound when changing volume on Windows

This is connected to the Default Beep sound in Windows. To disable it you need to set the default beep sound to None.

To do this:

1. Type sound into your Start menu and pick the Sound item from the search results.
2. On the Sounds tab, select "Default Beep" in the list, and set it to None using the dropdown box below (Top of the list)

Warning - You will no longer get any other sound notifications for events that use the default beep.

More specific instructions for Windows 10

1. Search for and open "Sound settings"
2. On the right under Related Settings, click "Sound Control Panel"
3. Click the Sounds tab
4. Select "Default Beep" in the Program Events list
5. At the bottom, where it says "Sounds", a .wav file is selected (Windows Background.wav by default). Change this to (None).
6. Apply changes.

This will save a new Sound Scheme (for me it was called "Windows Default (modified)". If you want to undo your changes, you can either set the sound back to what it was, or you can change the Sound Scheme back to "Windows Default".

If you want to turn off the changing volume sound running Windows 10 through Bootcamp (on a Mac machine) the accepted solution might not work for you. You can then disable the sound by right-clicking on a speaker icon (bottom right corner of the screen) -> Open Volume Mixer -> Remove volume for the Bootcamp Manager. If you don't see Bootcamp Manager there try to adjust volume with your keyboard buttons and it shall appear.

(according to apple forum)