What causes loud num noise?

I have an tube amp using SE connections and have followed manual for the exact way to set up the system. How come the amp produce a loud hum noise, just like standing at the back of a big television. The noise is independent to the volume control. I plug the amp directly to a wall power receptacle. I have used the same receptacle connecting to my old solid state amp and it works fine.
Sounds like a ground loop. Try unplugging (with the power off to all components) one at a time and then turning the rest on to see which piece is causing the ground loop. If you still don't understand or need a fix I'm sure running a search will be of use.
Happy Day,
Some transformers are louder than others. You could contact the manufacture to see if there is anything that they could do to remedy the problem. If it's not a defect in the transformer the options are usually to replace the transformer (at your cost unless it's under warranty) or the company might use some damping material inside the transformer which usually lowers the hum.
I failed to ask therefore I made an assumption. Is the noise coming from your speakers (as Kchahoc said ground loop) or is it coming from your amp?
The noise is coming from the speakers. The noise was not there when I have the old set up. The noise comes on once I connect the tube amp to the preamp and turn on the amp power.