We present X-ray observations of the Black-Hole Binary GRS 1915+105 made with the RXTE (Rossi X-ray Timing Explorer). We concentrated on timing analysis of the strong variability focusing on its aperiodic variability on short (<1s) time scales. In the power density spectra, we found a feature which is seen in many transient systems, but until now was not detected in GRS 1915+105 due to its elusiveness. As this feature has been associated to the collimation and emission of superluminal relativistic jets visible in the radio band, its presence on the prototypical galactic jet source strengthens this connection. Since its discovery in 1992, GRS 1915+105 was considered a peculiar source. Our results suggest that its general behaviour is similar to that of other black-hole binaries, but its state-transitions are much faster and difficult to analyze.