Hello Everyone!!! Im new but been lurking this site and gathering alot of info

I have a 2006 4.4i (will post pics soon) Our first BMW and I love it
But I have a question... As I drive off i hear like a noise from the wheel... sounds like the break pad or something rubbin (sounds like metal screeching) when i break it goes away... driving 40km turning the wheel to the left a tad it goes away... Can anyone chime in with some info?
I really hate going to the dealer and would rather gather my info and take it from there...
Like I said, great site and looking forward towards learning more about this beast they call the BMW X5...