I am having this same problem; although mine started all of a sudden without me doing anything. I called HTC and they said they've never even heard of the market downloads making sounds before, nevermind telling me how to fix it. They told me to call Google and see if they can help, and if they can't then to back up all your stuff on your computer with HTC sync and then reset the phone.
I read another post where a person had that notification sound and then when they reset their phone it stopped and they wanted it back lol. So I'm sure resetting will work. It's just a drag.
