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Messenger Plus! Tweak then open the program. Under "edit settings for this user", select your email address. Now under Settings, Go to CustomSoundsPrivate. Select True and click on the Change button.
Exit the Program and the sounds should only be on your side of messenger now.
EDIT: Quick Note: I'm not sure about this as I am the only user of this computer but you may have to get on the other users side and delete the sounds from their side before you do the above. You may not have to but I would do it if I was you so you can be absolutely sure.