Try going into system sounds and check if any program events are using your error sound, and set it to none.
To find out what program could be throwing an error just as your computer shuts down. Check out the 'startup' tab in the task manager, when you just booted in. So nothing but those programs are running. Then disable them either one by one or a few at a time and basically it'll be a process of elimination. While restarting each time.