Computer making some kind of screech noise?

My friend says its some capacitor squeal, I have no idea what that means, basically when I get really high fps in games (around 1000) i hear this noise but when I limit it, it's gone, it does this in minecraft, is this harmful in any way and should there be any reason to fix it? How do you fix it?

Added (1). It sounds EXACTLY like a coil whining video I saw on youtube but I don't know what the means, any help?

Some graphics cards have coil whine when you reach high FPS and in most cases its normal, some say its a problem with the card others say its nothing to worry about. My graphics card whines with certain games and its been doing it since it was new. I don't think its harmful its just really annoying but like you said limiting your FPS or turning on V-Sync stops it.