Is it a buzz or a whine? High end electronics can whine. It doesn't mean that anything is wrong with them. Try listening to make sure it isn't coming from the motherboard or power supply as they can commonly whine as well. If it is a buzz than does it sound like the noise may be coming from the fan?
I could be coming from your power supply as well, but only triggered when your GPU draws high load. My older machine had a PSU that would buzz or whine when I had an 8800GTS in it, it got quieter buzz with this 8800GT. Now that it has the old X800XT in it, it doesnt whine.