That would be the CPU fan, which increases speed when there are processor intensive thingees going, thus the noise. It shouldn't be on all the time (like if you're just browsing the 'net, or doing email type things) but every now and then it'll fire up when something make the CPU work. Usually Safari for some reason, or if I'm encoding audio.
Perfectly normal unless it's on all the time. If it is on all the time, go in your Applications folder and under the Utilities folder there will be a program called Activity Monitor. Launch that and it should tell you what application is working your CPU the most.