Step 1
Go to the "Start" menu and select either "Control Panel" or "Settings" and then "Control Panel."
Step 2
Select "Sounds and Audio Devices", which you can find in the Control Panel window.
Step 3
Select "Sounds" tab at the top, in the "Sounds and Audio Devices" window.
Step 4
Look under "Program Events" to find a list of sound events that you can change. Scroll down the list and select "Exit Windows"
Step 5
Choose a new sound from the drop-down list, or click "Browse" and locate the .wav file which you have downloaded.