I think lastdan was talking about disk-drive noise - he/she said "(engine off)".
I don't know if there's much that can be done to alleviate that. Check for rattles etc. if the drive is causing vibration somewhere else. It shouldn't be loud enough to hear over engine or road noise though.
So, don't use your player when you're not driving.
Seriously, it does annoy me a little at home, as I go to sleep with the volume really low and the disks are audible then, but in the car it's never a problem. It does probably depend on what drives you have, and on the individual drives.