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In KDE-3.5.9 (under openSUSE-11) one can go to KMENU > Personal Settings > Sound & Multimedia > System Notifications. …
If you are not using KDE-3.5.9, well, apologies but I lost my crystal ball in the last stock market crash (it wasn’t that good a crystal ball) and I’m horrible at guessing everyone’s desktop.
Reference winXP, … good thing the winXP install that came to my PC did not have such a setting, as I would NOT have a clue where to look in winXP (nor am I interested in learning). :rolleyes: