Auto Mute is designed simply for this reason - install it, and it will mute any login, log out and shutdown sounds regardless of other settings in Windows, so you know your computer can be switched on in silence!
This is a tiny application, that you install and set to run at startup. It does exactly what it claims to do, and doesn't get in the way of any other applications. It's especially useful for laptops and netbooks with electronic volume controls. You'll be able to turn them on in public places without drawing attention to yourself with a loud chime just because you forgot to reduce the volume before you powered down last.
You can define hot key commands to silence your computer whenever you want, and choose to mute sound when the screensaver appears.
Of course, you can turn off start up sounds in Windows settings, but if for some reason you don't want to do that, Auto Mute is a neat little app that means you'll never have to think about sounds again.