Anyone know what could be wrong with it? It won't blow up will it?
When does it make the noise? When it is off, idling, or under load? These will help indicate the issue.
Usually as soon as I turn it on however, sometimes it stops making the noise after about 30 mins. Quite confused myself.
My coolermsaster gx-450 makes a whining noise when the computer is off, but this is because my fan controller is still drawing power. The pitch of the sound changes as i ajust fan speed up and down. It is possible that your computer is drawing so little power from the power supply that it makes this sound. It only turns off once it starts using up more power. Start playing a game and see if it still makes the noise, if it does your only option might have to be to RMA it, which would suck considering its new and all.