Okay, first thing's first. I hate siren-like noises(emergency testing signal

, blank channels with rainbow images

, etc.)
Today, while at my cousin's house I played multiplayer Mario 64 DS with him, I was about to reach a star and then my DS froze. I said, "What the heck, my DS is frozen, is your's?"
He responded with a no.
Then, a siren noise appeared on my DS for a few seconds and said the Wireless signal is not working when we were about two feet away from eachother. His was still playing though and he won the game

.
Has this happened to anyone during a DS multiplayer game? Or, is my DS messed up? I do not want to try the game again because of this noise. Even with the volume down the message would scare me.
(Note: Yes, this sounds childish but it's just one of those...things that are creepy.)