New Radeon 5870 sounds like a bug zapper

So I just got a Gigabyte GV-R587UD and everything was going good till I ran Fallout 3. I set the graphics to the max and started the game, and once I got out of the menu screens I heard a bug zapper type noise.

I searched around a bit and people tend to say it is either your power supply (mine is a 750w 80 plus bronze) or just the card heating up.

So I tried the game on low settings, still get the noise. Even underclocked the card a bit, and still got the noise. I know the noise isn't the fan, and I don't hear it when I am doing other things.

Is there anything I can do, or am I going to have to learn to love this noise?