Good news - it is safe.
This is normal for what you have fitted.
Bad news - It will not stop buzzing and the intensity of the buzz will depend on the brightness setting.
Little damage will result to the equipment, though the dimmer unit will not be as reliable as normal.
The most likely damage is to your patience and your cool, as your other-half will keep asking "can't we stop it doing that" and your friends will keep asking "why does it do that?"
The technical answer is that the dimmer works by allowing each wave of the AC mains to start being delivered to the lamp after a short delay (bright) or later (dim). The longer the delay, the less of each wave gets to the bulb, thus reducing the power delivered. Theoretically, the lamp receives full power on "full", but the wave starts a little late and this sudden change of current causes the transformer to experience a sudden change in magnetic field.
The magnetic field actually changes the dimensions of the transformer by a tiny amount, as the transformer core is twisted by the force of the field, a phenomenon called magnetostriction. Also the wires that are part of the transformer move slightly, as they are more or less attracted to the body of the transformer and (slightly) repelled by each other. The change happens in a very short time, so you hear it as a buzz.
Because the change in magnetic field is sudden, you also get a "spike" out of the transformer, the same effect as a car's ignition coil, where the sudden removal of 12 volts in one coil is transformed up to 25,000 to be sent to the spark plugs. This is what can shorten the lifetime of the dimmer unit, as the dimmer has to absorb some of the "spike" energy.
Now the guesswork - an electronic power supply MAY be able to smooth out the pulses and give a quiet result. Wickes do a 12 105watt electronic PSU for just over £10. I have them for my halogen bathroom lamps at 50W each and they work fine, but I don't use a dimmer there.
Mr. Barnett.
January 2010