You could be going into some sort of oscillation - do you have the transformer mounted, or hanging loose like in the photo? You may be inducing hum with those clip leads so close to other circuits.
Sometimes an under-filtered power supply will "motorboat" - did you replace the filters with proper 40uF units?
https://en.wikipedia.org/wiki/Motorboating_(electronics)
When it howls does the B+ vary? An under rated (current handling...) transformer could also cause motorboating.