The fan could be mounted wrong, it could be you got something in the bearings while you were building your new pc. or it could it could just be the new case handles the sound badly.
Check any other fans to make sure it really is the CPU fan making the noise. You can do this by TEMPORARILY stopping them with a pen or something (using your finger can be painful at best)
if the cpu fan really is the loudest then replacing it may be a good idea.