Hi Scott,
while"beeping" is common on desktop applications, I haven't seen it done on the web. I would think that the problem is that is can't be done reliably.
In Hot Potatoes, students generally select a few options and then click a "Check" button. That would be the first easy chance to "beep". The function that handles the checking of answers depends on which kind of Hot Potatoes quiz you are talking about.
Of course, you are free to add your own javascript event handlers wherever you like, for example when a student selects an option in a multiple-choice question in a JQuiz exercise. However, since you modestly say you know "very little about playing around with script", then I suggest you forget about "beeping" and instead think of other kinds of feedback, such as some text for explaining why certain answers are wrong and others are correct.
regards
Gordon