My Zune makes funny noises.?

I just got the new 80 gb Zune, and whenever I go to change something (skip to the next song, radio station, picture, video), it makes weird noises. I turned off the "Sounds" option in the settings and it doesn't help. It's almost like I can hear the hard drive whirring in my headphones. Any ideas what this is and how I can make it stop?