When you bray, you make the "hee-haw" sound that a donkey makes. The sound itself is known also as a bray.
A mule or donkey's bray is loud and jarring when compared to the gentle neigh of a pony. If you have a loud, goofy laugh, your friends might describe it as a bray, too. Donkeys bray when they're under stress, and they bray back and forth to each other from separate stalls in a barn. When you argue loudly with your brother, your dad may yell, "I'm tired of hearing you two bray!" The Old French root of bray is braire, "to cry out."