hmm. hopefully disabling the C states will help the problem.. 😉
I am almost certain this is when the CPU throttles to a slower state. This was a very common issue with the MSI P67 boards with the Super Ferrite Chokes. Try to see if the Cstates help, but if its not too loud, I would just live with it and crank the music😉.
The only time I couldn't stand coil whine was when I bought an HD5850 from a forum member here and WOW did that thing whine! I could hear it through my noise canceling headphones. Luckily he let me return it and agreed with me that the whine was pretty bad when he tested it after I sent it back to him.