Why would a fan going have anything to do with them hearing a Windows 7 alert through the speakers?!
Any chance you can get a recording up of this "cat screaming" sound. Might be able to diagnose it a bit more easily then!
EDIT:
After re-reading I noticed you're on AOL (God forbid)... Next time you hear the sound, just take notice as to whether one of your buddies has just signed in. I get the feeling the sound you're hearing could well be the coming online alert
