This is also very typical of power supplies.
Mine has been playing up lately, and I notice high pitched noises when certain things are on the screen, or certain operations are being performed.
If I lightly tap the power supply with a hard object (like my knuckle) it will temporarily stop.
If this is happening from your power supply, the poer supply is deemed faulty according to warranty guidelines and should be exchanged (if warranty still applies) or replaced if you can't deal with the noise.
Luckily my PSU is under warranty still, and I plan on getting it swapped over since the problem is new and it wasn't exactly a cheap PSU.
~Sol