Noise when I shut down my PC?

When I turn my PC off (even when going to stand-by) it makes noise that sounds like a beep seconds after the PC is off.The sound can be heard on the speakers. Might it be a hardware problem? The sounds only occurs sometimes under circumstances I don't know. I have a HPE-210f w/ AMD Phenom II X4 and Win7 and I want to know how to fix this.