You get whine due to the mechanical resonance of the (toroidal?) coils in the transformer (
http://en.wikipedia.org/wiki/Mechanical_resonance), due to the frequency of the signal passing through said coil (probably ~50Hz for mains), if said freq' is in resonance (driving freq = to natural freq) (
http://en.wikipedia.org/wiki/Resonance) to the coil structure it's self then it can cause the structure to oscillate, which in turn causes the air around it to move, which in turn causes the noise which can range from high pitch to low pitch, it's usually too high for the human ear to hear >20000Hz, meaning that most of the time we don't hear it...
Anything with coils can have the effect:
TVs, Monitors, GFX cards, Mobos, PSU, Stereo, Transformers, etc, etc :)