I can't think of a way to disable it, but you can quiet it down by taping over the speaker hole with electrical tape.
It seems there is no chance to disable it, there is my chat with support:
Tom07: Hi, I have one question regarding my MB DG41MJ. How can I disable speaker on this board? There is no option in BIOS, no jumper . . .
Joy: The speakers that's giving you the beep codes?
Tom07: yes, this one
Joy: Unfortunately we do not have the option to turn it off. It is design limitation.
Also there is no chance how can I enable "standard boot screen" with information about hw, with memory test, etc.:
Tom07: OK no problem, maybe one more question. Can I enable "standard boot screen" with information about hw, with memory test for example instead of big intel logo without any important informations about computer?
Joy: I know what you mean and you are not the only one to ask about it but again another unfortunate fact, we no longer have that option when the system is booting up.
Tom07: and is there any chance to add this option to next version of BIOS, really, there is no reason why we cannot use this standard boot screen or for example quite important memory test
Tom07: or is there some reason for changes like this?
Joy: I believe they already remove that option and no chance it would be back on a bios update.
I don't understand why Intel do it. Why this stupid limitations?