You should of had a little invert-er box that the led light strip connected to, and then you connected it your Psu via a molex power connector or a three or four pin fan header on your motherboard.
Either adjust the lighting strip, and where the invert-er box is, move it away from your motherboard or the main power supply unit of the system.
The other way is to seal the invert-er box in another box, lined with tin foil.
To create a shield to prevent electronic interference noise coming from the invert-er box that drives the led light strip.
What you hearing is EMI Electro Magnetic Interference.