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Is there a way to turn off the sound that goes off when i am near a dark cave? dont like it that much. Also is there a way to change the sound for the doors (i.e wood, iron, trap doors and fence gates)
Not without modding, yes. It's a simple affair, there's sound files located in the .minecraft folder that you can delete/change. I'm not sure if these changes will allow you to connect to a server though, but if there's an update you're going to have to do the process again.
The only one I know of is buggy and usually plays both sounds, the old sound and the new one you added, it is also only intended for modders and is NOT user friendly for novices at all. The only reason anyone except custom map makers use it is because it allows you to change the game music and make new music discs for the jukebox. Still if you want to try it...
There are several other mods that add more sounds, water splashing, wind blowing, birds chirping, your sword "zinging" when you draw it and that kind of thing. But they don't change the original sounds, they just add a bunch of new ones in addition to them.
You can turn off the sounds while being in the cave, but that might be kind of dangerous for example you won't hear any mobs nearby or the sound of lava while digging. The only way you can change sounds are with mods.