It's a system check sound. It can't be stopped as its there to ensure the PC has booted up correctly. I suggest leaving it there, you have to!
It wont hurt the computer but like its been said its there for a reson when your computer starts it goes through a few basics checks “post” each beep is reference to a certain hardware failure 3 beeps is memory failure so if you disconnect the speaker so you cant hear it if your computer wont start you wont know wear to begin to look up to you mate
