I picked this up from The Visible bell mini-Howto:

8. Telling Applications to Avoid Beeping
The X server: use the "xset b" command to select the bell's behaviour. The command takes three numeric arguments: volume, pitch and duration. "xset -b" disables the bell altogether. Configuring the X server affects all the applications running on the display.
linuxvoodoo.com G

BTW: The site mentioned uses the utterly-irritating ooh-look-at-me-I-know-Javascript! trick of disabling the context menu — that is, of course, unless you're using Firefox or any other browser intelligent enough to be able to bypass this. Unfortunately you're still stuck with the pop-up they then bring up, telling you where to go for support. Yeah, I need support alright. Support to get rid of such idiotic web site practices!