I just came by to this and I literally couldn't believe my eyes. Windows is going to play Fur Elise when your computer starts dieing! Do you remember the act in the movie Titanik, when the ship starts sinking and the musicians are still playing music? ;D

I'll just copy/paste the M$ feature - check it out!

Computer Randomly Plays Classical Music

SUMMARY
During normal operation or in Safe mode, your computer may play "Fur Elise" or "It's a Small, Small World" seemingly at random. This is an indication sent to the PC speaker from the computer's BIOS that the CPU fan is failing or has failed, or that the power supply voltages have drifted out of tolerance. This is a design feature of a detection circuit and system BIOSes developed by Award/Unicore from 1997 on.

Original here:
http://support.microsoft.com//default.aspx?scid=kb;en-us;261186&67#appliesto

Looks like for older systems though.

"APPLIES TO
• Microsoft Windows 2000 Server
• Microsoft Windows 2000 Professional Edition
• Microsoft Windows 95
• Microsoft Windows 98 Standard Edition
• Microsoft Windows 98 Second Edition
• Microsoft Windows NT Server 4.0 Standard Edition
"

D@MN! They never have cool Easter Eggs in modern O.S. releases... :-/