it is a normal condition, there is even a factory TSB (technical service bullitin) on it. it usually only happens right after start up. since your motor does not build vacume, it relies on a vacume pump. vacume is not allowed into the heater system till sufficient vacume is built up by the pump. once the vacume is there, it allows it to the vacume selenoids, and the blend doors that controll your heat and where it comes from slam shut or open to the position you have the switches set. it is just a charactaristic of a desiel, they all do it, just some people dont notice it and some are not as loud.