If you have it set to blow cold air, then the comressor for the AC turns on to dry the air before it is set onto the windshield. As for the noise... more detail. Did you listen with the hood up? Does it get louder or faster with an increase in the fan speed?

2000 CSVT Silver Frost: #942 of 2150 HID Projectors and Fog Light Mod, Optomized TB, MSDS headers 2003 Silverstone Z