Working with mysql from the windows command line always unleashes at some point the loudest sound that can be generated by a sound card.

Well, here is how to turn off that feature.
Taken from:
http://www.slashdotdash.net/2006/08/17/kill-the-annoying-windows-beep-internal-speaker/
Thank you Ben. You’ve saved my ears.

Perform the following steps to disable your machine’s system beep:

1. Right-click My Computer and select Manage.

2. Expand System Tools and select Device Manager.

3. From the View menu, select Show hidden devices.

4. Expand Non-Plug and Play Drivers.

5. Right-click Beep, and select Properties.

6. Select the Drivers tab.

7. Click Stop. You can also change the start-up type to Disabled so the beep service never starts.