I bought all components back in May 2011 and put them together myself. Since the first boot of my pc the GPU fan did this but back then I wasn't worried, it was the first time I had a desktop rig with some big guns in it and I expected some more noise than with my laptop so I wasn't concerned at first. I went to see a friend this week and saw his own computer, which was so silent compared to mine, though he had a comparable rig... So I checked and indeed the noise wasn't normal.
I believe it is the reference cooler. It's not a vapor-x thing.
When you talk about the 3-pin connector of the "fans", do you mean a connector from the PSU ? or something inside the GPU ?