Assuming Windows XP/Vista. There are two things to look into first:
First, let's assume it's an application or service that's not stopping/restarting correctly. Click "Start", "Run...", type "msconfig" and click [ok] or press [Enter].
Choose "Diagnostics Startup", click [OK] and allow it to restart your computer. This will essentially disable ALL non-essential services and startup programs.
Once restarted, it will notify you that msconfig has been invoked. Attempt to put the computer in sleep mode and bring it out several times. Then try shutting it down & restarting it several times as well.
If this does not work then we are going to test for malware/spyware. At this point you can leave it in "Diagnostics Startup" or not - the choice is yours.
I've had the most luck with spyware removal using Malwarebytes. Download here: Malwarebytes' Anti-Malware Download Link
And since no one spyware/malware tool is perfect, don't be afraid to use any of the malware tools found here: http://www.techsupportalert.com/best-free-adware-spyware-scumware-remover.htm
. The only tool I use that isn't mentioned there is ComboFix: http://www.combofix.org/
The only thing that concerns me is the reference to a high pitch sound. I'm hoping it's a service associated with your sound drivers. Otherwise, if none of the attempts above resolve your issue, I'm left wondering if it is a hardware issue.