Basic said:If a power supply is involved (more power drawn when some ation is done), then it's not strange to hear sounds directly from the hardware. Because the power supply usually involves inductors, and there's something called magnetostriction.
Read more: http://hyperphysics.phy-astr.gsu.edu/hbase/solids/magstrict.html
If the noise comes from your speakers, you could consider what I wrote here: http://www.beyond3d.com/forum/viewtopic.php?t=13861&start=20
It wouldn't surprise me if something analogous also happens with capacitors. After all, the charged 'plates' must exert some force on each other and I wonder if some dielectrics have a piezo-electric properties.