Mine does this too, but it stops after the car has warmed up.
On one visit to my dealer I mentioned it to them and they actually fixed it... although their fix lasted only 24 hours. At the time they told me that something was catching on the engine cover.
The next time I had my car in I re-raised the issue, told them that they'd fixed it previously and asked them to look in to it again. This time they professed they couldn't hear anything and couldn't find the problem at all. Then they said that if I wanted they would keep the car overnight and look at it again in the morning if I wanted (due to me telling them it was related to engine temperature) but since the dealer I use is near my office, which is 40 miles from my house, and they didn't have any spare courtesy cars it never happened.
Since then my car has gone out of warranty so I guess I'll be paying for that out of my own pocket, although since my car is about due it's cambelt change anyway I guess it will get sorted one way or the other...