If the noise was 'siren-like' it's the CPU overheat warning. It could be a sign that the fan has packed up, or that the laptop isn't getting the required ventilation. (That's particularly common when users expect the machine to work where its name implies it should, i.e. on your laptop. That's because placing it on your knees can block the ventilation holes underneath it).
When a CPU starts to overheat, software doesn't respond properly and often (as in the case of your Internet Explorer) shuts down.
Chris