If it's buzzing, it's not off.
Often this is a dimmer that is not QUITE off. For instance dimmers often have free-motion inside the dimming range, then a stiff detent before bottoming out at hard "OFF". People often think the bottom of free-motion is off, and they never realize to push past the detent to actual "off". It would be a lot weirder if you had a dimmer on a dimmer, and adding an LED/CFL to the mix gets weirder still.
When you say "only does this on two sockets", that comes back to the theory that these are sockets which are switched from a light switch somewhere. If it's not dimmed, and it shouldn't be, there could be trouble in that circuit.
If a light switch works a receptacle, it can't be a dimmer unless it uses a weird receptacle keyed to only accept lamps.
Does everything plugged into those sockets buzz? Or only that one lamp?
If a dimmer is not involved, then I'd say you have an electrical problem of some serious concern. A lot of newer electrical work is done very cheaply, with the 60 cent builder grade receptacles instead of the $3.00 goodies, and with "back stab" connections instead of screw terminals or screw-and-clamp. In that case, take apart the receptacle and change it to a quality receptacle with screw or clamp wiring.