Is this this little Hamzer which can either use 6 D batteries or be plugged in?
If it is, try running it on batteries. If it still buzzes, it's toast. You'll either have to live with it or return it. If the buzzing only happens when it is plugged in, then it's the power supply. If it has a two prong plug, try putting the plug in the other way up (if it isn't polarized). If it has a grounded plug, or still buzzes, try seeing if you can find somewhere to ground it separately. If none of that fixes the buzz... back it goes, unless you can live with it.