I'd guess it's coming from the transformer. If there is DC on the mains it can cause it, Lampis typically have toroidal transformers and those tend to be sensitive to any DC. This isn't always the case, I had a recent purchase with a noisy transformer, it wasn't anything with the power. If you can take it somewhere else and plug it in, that should indicate where the problem lies. No need to connect it to a system since it's mechanical noise.
HTH.
