Here's a post to check out:
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1235060559/12
also
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1234764073
This method works as I've messed around with it. But you can only change the PWM frequency to a few certain values. I don't know if it'd be possible to do so at any frequency of your choosing. If it is, I'd like to hear about it!