Actually your modem makes sounds continuously all the time .
The reason why it makes a sound continuously and all the time is because its converting the Digital Data to Audio/Sound -> so that it can be transmitted over a telephone line.
The reason why you hear it only during 'Connecting..' is because there is an option there and that isnt enabled by default
The reason why you hear it even during connection is again because there is another option there that
is enabled by default
The reason
why is the option enabled in the first place is because experts can diagnose connection problems just by listening to the sound
So if you dont want to hear the sound then just goto your Modem properties in Control Panel, and uncheck the option "Enable Modem Speaker". Alternatively you can even change the modem speaker volume to the lowest level.
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