My computer shuts down and sounds a "high/low" alarm! HELP!?

I have a desktop PC, and whenever I try to perform certain tasks, like uploading a CD to iTunes, use Windows Movie Maker, or leave it on for a few hours, it randomly shuts down and sounds an alarm ( a high sound followed by a low one). I tried replacing the outer fan and the power supply, and it still happened. I need help! It seems as though this happens when I'm performing large tasks. Is there any sort of free diagnostic tool that can pinpoint the exact problem, or does anyone have any suggestions on what the problem is? THANK YOU!!!