I have had the "cheaper" light bulbs make a buzzing noise when the dimmer is on less than full power. I believe this is caused by the filaments in the bulb vibrating at the PWM (pulse width modulation) frequency of the dimmer. I have never heard tis from a dimmer switch itself, but I suppose it is possible.
I would replace the dimmer switch if that is where the noise is comming from.
Good Luck!
Dodgeman