Thank you for the info. I thought i never heard this noise before, when playing with a friend's D300. But now i'm not sure anymore. maybe the cleaning system was off. When i bought it form Grays, i tried it in the store and the camera made no noise at all,... maybe the cleaning system was off as well. Only after updated with the last firmware, with all the settings close to the ones i use on my D700, including the "clean at startup/shutoff", and when my GF test it she noticed the noise one second after (you know girls, ) and asked me about it. Obviously, i couldn't answer and called Grays, which they told me to send them the camera. So i did. Just waiting for camera to be ready to have it back.
Nikonians!!! My best investment made after my camera!!!