Upgraded my video card. Noisey high pitch humming sound coming from it under load

The fun sounds computers make :)

It is caused by micro vibrations, and can get rather bothersome. 

There are many solutions out there, including some odd ones like putting hot glue on the caps. 

However, the overall understanding is that the micro vibrations will not really harm the card, but can lead to shorter life span, and any solution you try can limit the squealing but can also limit life span (i.e. using glue can increase heat). 

I would recommend RMA. 

You may also make sure it is the card causing it. There can be other parts, like the PSU, causing it, because of the power load. Different systems may have different power needs and supply, and this can lead to the squeal. 

Thanks for the reply Phoenix! 

Honestly, I kind of like the squeal because it audibly lets me know when my card ( EVGA GTX 660 3gb) is under load. The fact that something on my card is micro vibrating at such crazy speeds makes me worried. Kind of like a lose tire on my car makes my car vibrate on the highway, if the tire its self doesn't fall off, the rattling will cause other parts to loosen and fail. 

I have put my video card through various stress tests with games and benchmark software and it seems to work just fine. I am just worried that the life expectancy will be shortened. If you were in my position what would you do? I don't have the patience to RMA my card because I am a very active gamer and use my PC for work too. 

If you can be patient, I would strongly recommend RMA'ing it. However, if you do not want to do this, there are many home solutions. Keep in mind that "home solutions" are not necessarily approved under the warranty, and doing them may void your warranty or further damage the card, so do so as your own risk. 

Some recommend using silicon glue on the caps, others recommend hot glue. If you use any glue at all do keep an eye on temps, as the biggest concern is overheating. 

If all is under warranty, won't they just ship a new card to exchange and you can swap with close to no down time?

It depends on the seller. Some sellers will do advance exchanges, while others require return of the device first. Hard to say without knowing where it was bought first.