Desktop player screams static after playing ad

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I was playing Depeche Mode's new album on my desktop while reading stuff online, when an ad came on. Don't remember what it was for, but right after the ad concluded there was this incredibly loud screetching noise that sounded like radio static. My computer froze, and it continued to scream at full volume. I couldn't move my mouse, but I tried to control-alt-delete, and nothing happened. After a moment, the lockscreen came on and the music resumed.