High pitched CPU noise increases based Vista power setting

I just bought a brand new Intel i7 Vista 64-bit PC from HP and I notice that there's a high pitched noise coming from the CPU that increases based on the power management setting. If I change the setting to "power saver" it goes away completely, however it if change it to "high performance" its makes the sound constantly. I could leave it on "power saver" but the reason I bought the PC was to run CPU intensive applications, so I'd like to get the best performance out of it.

I put a microphone next to the CPU and recorded the noise which I've attached to this post. I'm considering returning the computer to HP. Let me know what you guys think. Thanks.

 

I think you should return it back to the store ^-^

 

Hi, could be one of the capicators near your cpu. Personally I would take it back to the shop you bought it from and demand a replacement.