Here's how to disable Audibles:

1. Click Messenger and select Preferences.
2. Select Messages.
3. Un-check Enable Audibles to disable them completely. Or, leave it checked and adjust the options to show (or turn off) captions or hear (or turn off) audio as you wish.
4. Click OK.
5. You can come back anytime and re-check Enable Audibles to enable the feature.