I had to laugh at this question when it came in.
The question: How do I stop that annoying sound that occurs when I make a connection to FMS?
I’m assuming you mean the administration panel that came with FCS 1.0 and 1.5. Yes, I agree, that sound was very annoying. There isn’t much you can do about that, I really recommend you upgrade to FMS2 and use the new administration panel. There are no sounds in that thing and it works so much better.
So, you have on choice really = Turn your speakers off. Which I fully realize is not realistic. Sorry, no solution at the moment. I think the source for that admin panel was somewhere, but I can’t recall where at the moment. At least then you could open up the FLA and just delete the code where it tells the SWF to play a sound on connecting up to the server.