Is this a recent development or has the sound been there always? Does it come from the speakers or somewhere in the engine? If former, it might be grounded electricity from the generator affecting the speakers. If latter, it might be the transmission and nothing to worry about, as E36s are known for their loud and obnoxious yet unbreakable transmissions.
I'm no expert, so you might check from someone who is more familiar with cars than I am, but these are some possible causes you might want to check for.