I don't use the official MSN messenger for chatting with people on MSN, so I don't know for sure if it has ads in it like AOL and Yahoo's do, but in any case, what you experienced was almost certainly the result of a flash based ad, complete with obnoxious sound effects.
This is but one of many reasons why AdBlock Plus for Mozilla Firefox is an indispensable tool for me. I can nuke Flash ads, and other annoying Flash content, so that I can browse unmolested.
I have a Dell Inspiron 710m laptop. About a half-hour ago, I was reading the news on MSN I had only two news content windows open, and MSN mesenger(but was not chatting, in fact no contacts even online.) All of a sudden, noise started coming from my speakers, it sounded like what bakground noise in an office, or from a news station would sound like. Neither of the pages I had up had any kind of playable content on it, just normal adds, no sound. I've searched the internet for the last half hour, but didn't find anything like what happened.(Only people picking up radio stations.) What could this have been? And do I need to be worried about the speakers going out?

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