Tigerdude,
Yes, you want to turn your radio on first and then your receiver. Turning off it exactly the opposite, receiver off first and then the radio off.

As far as your servos. First thing. Disconnect all of the control rods from all of the servos and turn your radio on again. Is the buzzing still there??

Yes, then there could be something wrong with the radio and may need to be checked out. Unplug all the servos and plug them back in one at a time until you find the one that is buzzing. It's possible that you have a bad servo.

No, then the problem is with the linkages/control rods/control surfaces. One at a time reconnect the control rods back to the servos and note when the buzzing starts again. That will tell you where the problem is and you can start to see if there is binding, tightness, or other problems with that control surface.

Try these out and let us know what you find out. If you can at least narrow it down some then we can start trying to figure out how to correct the problem you have.

Hope this helps

Ken