The sound at the end is a famous sound effect known as the "Wilhelm scream." Search for that and you'll come up with all sorts of interesting history. It's used in a lot of movies to the point of being an in-joke. Now that you recognize it, you're going to start hearing it all over the place.
There are several of these. I have three of them in my iTunes playlists. I expecially like the part where he studders the XP opening. Saw this on fark about two weeks ago.