Do you mean the height adjuster screw? Is it the same sound as when you touch the tip of the jack? Does the same happen if you touch the bridge? If you have a full grounding shiled plate under the pick guard, then it sounds like you have live in the shield.
The first thing I would check is that the jack socket is OK. Also try a different lead. If the socket is OK and you get the same sound with a different lead, you need to check the wiring on the guitar.