Computer won't turn on - symptoms

[s37d]

So I went to turn my machine on today, and it powered up for about 1 second then shut right off. I tried turning it on again for another 5 minutes, and it only turned on again once, for another second, then shut right back off. I'm guessing the power supply is shot? The light on the motherboard is on so it is receiving sufficient power, which doesnt make much sense to me. ANy help would be great thanks.
Pentium 4 3.2
2 gigs of DDR400 Patriot Ram
EVGA GeForce 6600GT
120GB WD 7200RPM HD

 

[Ste]

Yup, So Try another power supply. Lol.

 

[s37d]

Heh yea well, I just tried to turn it on again and it worked, but it's making a high pitched wining sound. I switched the outlet which didnt seem to matter at first but eventually it did turn on and stayed on. This is a really strange issue.

 

[Ste]

Try to find out where the sound is comming from, Ill bet its comming from power supply.

Better safe then Sorry.

 

[LA1]

ARE YOU SURE THE HIGH PITCHED SOUND IS NOT AN ALARM, THAT SAY THE PROCESSOR IS OVER HEATING.