if this is a completely new, out of the box computer before you installed anything, then it's something that HP has installed or not configured properly. the computer is new, so you should call HP to see what they have to say. they will know if there is something wrong with a new batch of computers. as far as sound is concerned, there shouldn't any sound until your login completes.
I have a new HP Pavillion with 2.4ghz, 500+mb ram WinXP home. The problem I'm having is it takes over a minute to boot up. I've cleared (and replaced) everything in startup, via msconfig, I ran spybot and removed all spyware, I defraged, ran disk cleanup. When I start the computer, the only icon that comes on is the power icon. No sound comes on until the rest of the icons appear.
I've done everything I can think of. Any ideas?