I have noticed this too but, the high pitched noise is coming from the charger and, only occurs sometimes when my DS is plugged into the charger with my R4 in the DS.
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much