I'm probably a little late with this reply, but I would imagine a higher speed processor would draw more power, and the voltages for the processor are made directly on the MB by stepping down the 3.3V or 5V from the power supply. All MBs use switching rather than linear power supplies for this purpose for efficiency reasons. A switching power supply sends high frequency currents through an inductor, and the inductor can occasional produce an audible whine, especially at higher current levels. The inductor is usually a coil of wire wrapped around a ferrite core, so check to see if the sound is coming from something that looks like a donut with wire wrapped around it. It is entirely possible that nothing is wrong with the processor. If you already RMAed it and the new one does the same thing, then perhaps you have a defective motherboard, or perhaps there is nothing at all wrong, and this is just what happens with this particular MB/processor combination. I've had stranger things happen in 20 years of working with electronics. That being said, I understand most new switching power supplies operate at high enough frequencies to be inaudible to even my ears(I'm one of those people who hear television sawtooth generators), but you may be hearing low frequency harmonics from a poor board layout.
