High pitch noise even when NO KEY in the ignition - any ideas??

[Yefim]

It started happening this morning (it was freezing - I couldn't open my doors for a while). There is a faint, high pitch noise - like "e-e-e-e-e-e-e-e-e-e-e...." coming from *somewhere" under the hood. The strange thing is - it is there even when there is NO key in the ignition. It doesn't matter if the doors are closed or open. And it is not the same noise that you get when you push alarm button and the door is open. It sounds kinda like that but much more quiet. The only thing that makes it go away is disconnecting the battery. I have no idea what this is and I can't figure out where exactly the noise is coming from. Any ideas will definitely help. I am out of warranty and I'd like to avoid bringing it to my dealer. I am really clueless what the hell it might be...