Since you did not answer my second question I have to options:
Turned On: The sound is likely to be perfectly normal (not very loud electronical buzzing sound). This is the motor break which improves the response of the motors during flight.
Turned Off: It is likely that you have a problem. If it sounds like something is scratching you might have dirt inside the motor. If it sounds like a rattling noise at least one of the bearings is worn down.