I never heard of beeps coming out due to graphic card heating, yes they do come due to CPU overheating.
as even if you are on GPU, still CPU has to take some load in processing the miltimedia extensions like DirecX, SSE, DSP, 3D Now/Professional etc.
and in grphic processing, the CPU as well touches the 100% barrier of performance (though random).
get your CPU checked. rather than GPU
Intel Core2Quad 2.66Ghz 12MB L2-Cache
4096MB DDR Kingston Hyper-X
XFX 9600GT AlphaDog
Seagate 2 X 320GB SATA2
LG L246WH Flatron 24"