Strange Lockups

It seems that whenever I play a game on my computer, my system will randomly lock up. Everytime, I hear some kind of screeching noises coming out of the speakers and I have to reboot manually. I thought it was my sound card, but this has never happened to me before. I have all the lastest drivers for my system.

Windows 2000 Professional
Pentium 4 2.0 Ghz
Sound Blaster Audigy Gamer