At work, when the fax machine was still sitting in my office, I deliberately turned the sound on (for those who don't know: the initial handshake part sounds pretty much the same for modems and fax). Then we got a shiny new printer/scanner/fax that now sits in the hallway.
When I had Internet access for the first time (1996), I used a 14.4 modem for about a year, before I could switch to ISDN. To me, sound always signified a window opening to a new, magical world, where the only boundaries were your imagination and available bandwidth.
A friend of mine once dialed the wrong number, and a human picked up. Hearing a human voice from the modem was really strange.
Ah, good times (except for the crappy bandwidth and the fact that the phone company charged by the minute).