computer shuts down and loud noise comes from tower

I have a huge problem. I have been trying for almost two months to figure this out. I have tried so many things and still no solution.
When I am on the computer, after a while the computer will shut completely down and I will hear an extremely loud high pitched noise coming from the tower. I immediately pull the power cord from the wall to disconnect the electricity and the noise STILL is going. I SWEAR TO GOD. I am not lying.
I know it seems imposible if there is no electricity but it does. I have the side of the tower off and I can see in the computer. there is a light on the bottom of the mother board and that light stays on several seconds after I disconnect the power and goes off as the noise starts to fade.
I have disconnected the modem and the shut down and noise still occurred.
I have disconnected the CDROM and the shut down and noise still occurred.
I have disconnected the F drive I have and the E drive I have and the shut down and noise still occurred.
I am at my wits end and think it must be the mother board. I do not think it is my C drive.

PLEASE, if anyone can give me any suggestions at all I would be forever grateful
thank you so much for your consideration
barbara