Phrizzy is sort of right, It is not the mains transformer as modern televisions do not have one, they have cheap switch mode power supplies instead, nor the CRT you can hear, its the Line Output Transformer 'LPT' (known as a "loptee").
This boosts the voltage for the anode on the CRT to at least 20kV, at the line frequency - which for British televisions is 15,625 Hertz, for 625 lines - which gives the annoying whistle.
Or you may be able to hear the switch mode power supply (They usually run at 2-5Khz), they work by switching the mains on for certain fractions of a second, thus controlling the average power as the mains may be only on for a 1000th of a second for example. Horrible things, used in computers as a 550W transformer would be probably about 5 times the size of my PSU, and weigh a boat load.
They are horrible as when they go wrong, they can put "her majesty's" mains onto your motherboard as there is no step down transformer, and they don't take too kindly to 230V RMS at 50Hz...
So now you know, leave your electrical appliances alone!
You need an internal speaker. Not all computers have them, and if you built the computer yourself, you're less likely to, although if you built it yourself, you'd probably know you didn't have one.
thinking is like pong, it's easy, but you miss sometimes.