If you are using a dial up connection this sound could be produced by your modem.
To stop it follow this steps:
1. Make sure you're modem is NOT connected to the internet.
2. Go to Control Panel/Phone and Modem Options, click on the Modem tab, click on the modem listed and click on Properties.
3. Click on Advanced. In the text box under the words Extra Initialization Commands type ATM0 (number 0 not letter O).
4. Click on OK, then OK again.
This should stop the sound for most modems.
If you are not using dial up this sound can be due to a damaged computer component or other problem to your computer. In this case we will need to know more details about your computer.