Annoying beeps when playing certain games

Hi,
I get these annoying beeps from the system speaker when playing certain games. After exiting, the beeping stops.
I tried checking the temperature and voltage using Hardware Sensors Monitor, and this is the result I get:

Temperatures -----------------------
HDD1: 45 degree
CPU1: 41.5 degree
Mainboard: 31 degree
Fan Speed: 3125 RPM
-------------------------------------
Voltages: ---------------------------
+12: +11.55V
-12: -11.56V

+5V: +5.11V
CORE: +1.62V
AUX: +1.62V
I/O: +3.12V <-- This drops to 2.66V when I started the game
-------------------------------------

The beeping is more serious when I used a 512 RAM instead of a 256 RAM.
My graphic card has a fan built-in and I added another fan beside it, so I don't think it's the graphic card overheating.

I'm using ASUS P4B266-C and NVidia Geforce 5700fx.
Any help is appreciated. Thanks

As stated in "General Hardware", by Batboy.
The beeps are either HEAT or LOW VOLTAGE warning.
Have you connected the extra power?

//Christian

A loose ATX power connection can cause a false low reading while the system remains stable! Please check the ATX power connector!!!

I remembered running 3D Mark 2001 SE back in August, 2004 with the +3.3V line reading at 3.18 and 2.8 and despite that, 3D Mark 2001 SE when in a loop was still going!

Then I found out that the ATX power connector wasn't in all the way!!!