It isn't completely uncommon for devices that use a lot of power to cause these sort of things. Refrigerators can have the same effect.
In the house I'm currently renting, there is a dimmer switch that isn't setup properly for florescent light bulbs. When that light switch is on my computer PSU buzzes. It is a result of harmonic distortion on the lines.
As far as I know it isn't dangerous, just annoying.