Can't answer why uncheck play sounds in WB config is not working, as for the updated Encoded skin you must be using the WB4 subskin. The main skin is for WB5, WB5 skins do not have sounds, they are not part of WB5 skins yet.

Noooooo! Turn sounds off in WB!   

On a per skin basis, open skin in SkinStudio, download the free version if you do not have. From explorer tree, open Window Borders, select Titlebar Buttons-Free form, on right, section tab, select Titlebar Buttons-Sounds, from drop down below preview select disabled, save changes, apply skin.

Same problem with my WB 5.5 Enhanced. What I tried was changing the extension of the skin to zip, then deleting the files, then renaming it back, but that makes the skin to not load properly. I guess I will follow your suggestion and download skin studio in order to do that..

Just open the dang folder and delete the .wav files   It shouldnt affect the loading of the skin.  

So, I finally figured out how to disable the sounds when nothing else worked, thanks Caven 1 for the initial idea that helped an amateur like me.
For anyone else who still has same problem, here is what I did:
Download free Skin Studio 6.0 from Stardock site; open the skin (make sure you have it backed up), select 'Edit Titlebars and WindowFrames' from the left panel, from the menu that appears select 'Edit UIS2 Frames', from the pop up menu select 'Titlebar buttons', on the middle bottom part go through the buttons one by one selecting them, then 'Actions'/Sounds/NoSound; you have to do this for each button that has a sound attached, at the end save the skin (preferably with another name) and apply it.
Have a nice day!

So, I finally figured out how to disable the sounds when nothing else worked, thanks Caven 1 for the initial idea that helped an amateur like me.
For anyone else who still has same problem, here is what I did:
Download free Skin Studio 6.0 from Stardock site; open the skin (make sure you have it backed up), select 'Edit Titlebars and WindowFrames' from the left panel, from the menu that appears select 'Edit UIS2 Frames', from the pop up menu select 'Titlebar buttons', on the middle bottom part go through the buttons one by one selecting them, then 'Actions'/Sounds/NoSound; you have to do this for each button that has a sound attached, at the end save the skin (preferably with another name) and apply it.
Have a nice day!

No need to post in a thousand places.
Once is enough.

Thanks for your help as well, I.R. Brainiac. Didnt really worked deleting the files, perhaps I didnt do it right, the way I opened the skin folder. The skin was Azenis, one of my favorite.
God bless..

oh well...it usually works...glad you got it.