My cpu makes sound whenever i do multi proces

HI, i m deep i m using xp in my desktop my configuration is-p4 2.8mhrtz 2gb ram, geforce 6200le grafics card,creative sound card,intel mother board for xp...200gb hard disk in two one 89 and other 120gb. I have been facing problem in the sound my cpu makes whenever i play games or watch movie.....if i just leave my pc then the sound fluctuates else it contineously makes sound...Help me in this situation... i feel really embrassed in this situation....