A few months ago, Facebook did one of those cute things it likes to do where it adds an annoying new feature and doesn’t bother telling anybody about it. In this case, they added a sound when notifications arrive in your top toolbar.
I’m sure there are some people who really appreciate this new feature but considering how many posts started showing up in my newsfeed along the lines of “How do I turn off this $@#&! Facebook beep!,” I know I’m not the only one who does not enjoy it.
So if you want to turn it off (or on, if somehow that wasn’t the new default for you and you don’t even know you have this option), simply go to the Notifications Settings page > How You Get Notifications > On Facebook and check or uncheck the Play a Sound box as desired.
Note: You can also get to this page by rolling over the Notifications icon and clicking the Settings link in the top-right of the dropdown box that appears.