USSD (Unstructured Supplementary Service Data) protocol is used by GSM network to send data to a phone over a real time connection. One of the most common usage is network provider sending back prepaid account balance notification after every call, SMS and data connection. On windows mobile phones, this notification comes up in a balloon at top of screen with a loud and annoying notification sound.
In case you dont bother for these notifications and want to get rid of the annoying sound after every call, set the following registry
This will disable all USSD messages popping up on screen. Some network specific commands (mostly starting with # or *) which brings back a notification or a menu will also not work after this change.
Another alternative is to just disable the notification sound associated with USSD messages. This can be done using registry
This will allow the USSD messages coming up on the screen, but no sound.
Both the above changes might require (depending on OEM implementation) a reboot.
PS: In case you dont have any clue how to edit registry on your phone, there are quite a few registry editors for windows mobile available. This is one of them.