You can remove the shadow from menu items by changing its font. Please refer to attached screenshot. The shadow is brought by font 'Impact' so you should change it for some other or find alternative of 'Impact' font without shadow and add it to your Control Panel.
As for sound on opening website so it can be switched off by editing website.xfl file. It is Flash source file that should be modified using Adobe Flash CS5 software. If you do not have advanced knowledge of Flash you can order a customization and our developers will do it for you!