Stop sound when mouse is clicked outside modal form in WinForms

I have a modal form which I want to close when the user clicks outside it (the form tries to mimick the behaviour of the drop down area of a combo box).

I can to that like so:

protected override void WndProc(ref Message m)
{
    if (m.Msg == 0x86 && (int) m.WParam == 0)
        if (DialogResult == DialogResult.None)
            DialogResult = DialogResult.OK;
    base.WndProc(ref m);
}

My problem is that a sound is played at the same time, and I'd like to stop that.