On my HP laptop, the "Complete" sound plays after a CD burn, import or app update is complete. The "Page Load Complete" sound plays after download of an app and at various other time I can't recall off the top of my head. Some people find these sounds annoying and disable them. I, however, like them as they let me know what's going on when I'm away from the computer.
On iTunes on my Maingear desktop, these sounds do not play at the prescribed times. In fact, the only time they play at all is if I go to System Sounds, select them and press the "Test" button. They are selected and are pointed to the correct file location but, they do not play in iTunes when they are supposed to.