Are you hearing the noise through the radio? Turn radio off and listen again.
If the noise goes away, the charging system (alternator) may be giving warning signs of impending doom...
You didn't mention what model you are experiencing this with, but I am assuming it's a diesel.
Post this thread in Diesel discussion as well. It may be a common issue among the "dieselheads" in that forum...
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car