Why does your car make a squeAling sound?

Why does your car make a squeAling sound?
The Alternator will come under load as it tries to replace the charge in the battery that was just used to drive the starter motor and start the car. Once the car has been running a short while the fan belt will usually stop squealling but this is a sign that it does need tightening . Turning your headlight on high beam will also draw more current from the battery and put the alternator under load also .

*improvement*
The answers given by the previous user are correct but some details are missing.
The squaling sound may be from the fan belt, main drive belt or alternator.
the drive and fan belt are known to give in after a certain times which is why the have to be changed every so often.
But they should've taught about this in your driving school as this is a requirement of basic motoring knowledge (where I live it is anyways) alternatively if your fan belt snaps on the road. keep a nylon sock handy as you might be able to replace the broken fan belt with the nylon sock until you get to the next garage to have it repaired.
THIS CANNOT BE DONE FOR THE MAIN DRIVE BELT!
Once a main drive belt snaps its too late as this will screw up the timing of the crankcase, camshaft ect. and will in 99 out of 100 cases severely damage the engine so if a drive belt needs tightening or replaced, Don't delay as it may cost you more in the long run if you just leave it.