Yes, absolutely, start with trying to correctly adjust the amp gain. There is a description of how to do that here.

The high pitched whine you hear is the result of a ground loop. You might be able to reduce it to the point of not being bothersome simply by adjusting your amplifier.

Here's a question: When you turn up your empeg absolutely as loud as you can stand it, so loud you couldn't imagine listening to it any louder, what is the number on the dial?

If it's not 0.0 db, then you definitely need to adjust your amplifier, the gain is set too high.

The volume range on the empeg should top out at the loudest you'd ever want to play it.