Why do CFLs stop buzzing when an incandescent light is added to the mix?
@mbeckish is correct on making sure these are all dimmable CFLs. 

If they are all dimmable, then you've found one of the issues with leading edge cut R and RL dimmers. The rise time is so sharp that it causes issues in the electronics, usually the dimmer is what buzzes. 

Adding some resistance (an incandescent bulb) to the circuit will slow the voltage rise. 

Trailing edge cut dimmers aren't prone to this noise because the front edge of the sine wave is preserved so there's a normal voltage rise. Change out the dimmer control to one the manufacturer specifies for CFL lamps to totally cure the problem.