The sound (a rude buzzer noise) you hear after a wrong answer; it comes from the arsenal of game show sound effects, probably dating back to the early days of radio (though I imagine back then the most-used sound was that of a honking horn, not unlike something Harpo Marx might use in lieu of speaking). As text, "BZZZT!" is a response to someone's "clueless" (quotation marks included, for it's in the eye and mind of the beholder) statement.