They don't mena anything; some are there to draw your attention, and others just for the crack.
You can turn off or change most of the sounds as follows:
Click Start/Settings/Control Panel and open "Sounds and Audio Devices"
Click the Sounds tab
Select a different scheme, or make individual adjustments to the current scheme.
The above will only change the sounds which are managed by Windows. Many programs have their own sounds, which you can usually change from within the program, but how you do this will vary from program to program (Look under menu options such as "Configure", "Settings", "Options" etc.
Personally, I have set my Windows scheme to "No Sounds", and I only turn on my speakers when I'm doing something that requires sound (watching a movie, listening to music, etc)