In addition to quickly toggling the flight mode on your Treo Pro, you can make it more subtle too. You need your favorite registry editor and set the following:
Go to "HKLM\SOFTWARE\Palm\SplashScreen" and set Enabled=0 to disable the splash screen and sounds completely, or on the same location you'll find entries for the splash screen images and sounds that you can customize (e.g. you want the images without the sound, or vice-versa).
Here are all the relevant keys:
[HKEY_LOCAL_MACHINE\SOFTWARE\Palm\SplashScreen]
"Enabled"=dword:00000001
"GoodByeSound"="\\Windows\\RadioOff.wav"
"WelcomeSound"="\\Windows\\RadioOn.wav"
"GoodByeImage"="\\Windows\\RadioGoodbye.bmp"
"WelcomeImage"="\\Windows\\RadioWelcome.bmp"