Eliminate a "singing" ventilator

Hello,
since I declare the Adruino to my new hobby I learned a lot about electronic but not enough to make my ventilator quite.
I would like to control the speed of the ventilator by using the PWM signal of the Adruino. I used one of the many existing examples and rebuild it on my breadboard. It works so far but the noise is ugly as long it run less than 100%. I didn't found any explanation which I a can understand with my knowledge so far. I read something about a capacitor which I shoud use but I do not now where I install it in my setup.
I am pretty sure that one of you expert is able to help me.
Attached you will find the current setup on my breadboard.

Thanks in advance

Jürgen
-JP-

The only way is to increase the PWM speed so that it is above the range of human hearing.
http://playground.arduino.cc/Code/PwmFrequency#.Ux9bOl6prdU

use a filter on the pwm signal, I found this videos useful for that.

use a filter on the pwm signal,

no.