If you change the "Sound Effects Volume" from any number to mute(press apply) a continous beep occurs and you have to quit for it to go away. I've been able to do this on both my mac and pc.

Edit: This also goes for the "Music Volume" as well.

Works fine for me. (Using the linux version)

Here it sort of does the same thing, it hangs on the last tone. It does it with both ALSA as OSS.