I've heard the IHKA sampling fan on mine occasionally too but in a few cases (usually at shutdown) there is a whirring sound that is MUCH louder and it turns out to be the CD player turntable motor. No idea why the CD player would spin-up like this but occasionally it does. Stops after about 60 seconds.

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Wayne
2005 BMW X5 3.0d (b 02/05)
2001 BMW F650GS Dakar (b 06/01)