I found a tutorial on it, but there is no menu option under system notifications for KDE events.
It is buried a bit deeper: From system notifications, select Event’ Source>>KDE Workspace. There you can select the login sound, (or turn it off if preferred).
“KDE Workspace” does not exist there. That is the issue, or I would have known how to change it already.
I’m not sure why it would be missing, its part of the kdebase4-workspace package. Which version of KDE4 are you using (it makes a difference)?
It’s there, but you have to scroll the ‘Event source’ list down.
It always takes me at least two tries to find it there 
Years ago, (I seem to start a lot of posts that way) Knoppix had a female, sci-fi, robotic voice saying “Initiating startup sequence” when it booted. It was about the coolest aspect of Knoppix and I wish I could find it or duplicate it. Couple that with a Droid or Battlestar Galactica splash screen and I would be continually re-booting!
This entry is indeed hard to find. The “Event Source” is easy to overlook at the top of the box. It is also easy to miss the scroll bars that take you down to the “KDE workspace” Of course, I am speaking of KDE 4.6.2