"DOONGGG!!!!" Everybody using an iMac experiences this: when switching on a Mac you always get this rather annoying "I'm awake" signal. It took me a while to find out, that the volume of this sound is connected to how the the volume was set in Mac OS X when shutting down the computer from there. I bet it's one of this neat traditions, but WHY??
So if you don't want to startle everytime you switch on your Mac you should remember setting the volume down in your Mac OS X when exiting. Btw.: Ubuntu's volume setting doesn't effect it. Howevery once in a while one definitely forgets to turn the volume down and then startles again.
is a little OS X program, that remembers change to volume on shutdown everytime. It saves the current volume level and turns the volume down to a specified level when shutting down, and put it back to the saved level when starting up OS X again. You can find a broader description of StartupSound.prefPane on this page at arcana research. The version used in this howto was Version 1.1-BETA.