Screeching sound from GPU while In-game.

Hey guys, so I finally built my system last night, and after setting up Windows 7 64-bits and installing/updating my drivers, I installed my regular MMO game: Silkroad Online.

Well, thing is, while the game is focused my GPU (I think it's the GPU, but can't be totally sure) starts making a screeching sound, it's loud enough for me to hear it. Strange enough, as soon as I toogle focus to my web-browser (or something else) the screeching noise comes to a stop, and will only come back when I re-focus the game.

I tried 3DMarkVantage, and it also makes a noise, though it's not the same (nor as loud) as the one described above, so my guess is that could be normal. Opened up my case and pressed down on my GPU, but it seems as the fit in the PCI-E slot is as it should be.

I'm just wondering what I could do here... soon I'll install Deus Ex: Human Revolution and see if it also makes that noise, but it will take a few days before I can get the game. I really don't want to fry the card, so let me know if this is normal, or if there's some way to figure out what's going on.  

My specs:
-ASUS Sabertooth P67 B3.
-Intel Core i5 2500k.
-EVGA GTX570.
-2x4gb GSkill Sniper 1600Mhz.
-Cooler Master GX750W.

Yet to overclock anything.