The Daily Herald, which circulates in the Chicago suburbs, has this editorial, criticizing an Illinois law that says the vote-counting machines must give a loud signal if a voter abstains in any race. A lawsuit is currently pending against that law, which is unique to Illinois.
If the ballots are not promptly impounded by law after being tabulated, surreptitiously subsequently marking the overcounts and undercounts can alter the outcome of a recount. That may be one of the ways a desired outcome is assured. So the answer is to have a law with criminal liability requiring that the ballots be sealed and impounded following their being counted.
The Champaign County Clerk, Mark Shelden, who filed the lawsuit has an extensive section on his website about the issue, including state law in each state.
http://www.champaigncountyclerk.com/elections/undervote_issue.html
He also has a blog with all kinds of observations about the administration of elections, which are pretty interesting.
http://blog.champaigncountyclerk.com/
The newspaper article is somewhat misleading in suggesting that there was a bill that was specific to the issue of undervotes. In fact it was part of an omnibus election bill (SB 622) passed in the 2007 legislative session unanimously by both the House and Senate (there was one negative vote in the Senate on concurring to the House version). Among its provisions were elimination of disqualifying a primary voter due to their signing a petition of a candidate of another party; and reducing the number of signatures required by independent legislative candidates.
The undervote notification provisions were added to sections of the law that already dealt with notification in the case of overvotes.
The law does not require any sort of audible signal, loud or not.