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This is just a curiousity post rather than something broken. Ever since new my 04 SD will make a burp sound a few moments after turning the ignition on but not starting the engine. It sounds like a really good Coca-Cola burp. The sounds seems to come from near the drivers side battery. One reason I am curious is because neither my 05 or 06 6.0L has ever made this sound.
Mine does the same thing upon shutting her down. I found it's occurs when the a/c was running. I can't repeat it with a/c off before shutting down. Mike
Do a search for "clunking sound coming from the firewall".. I asekd about this months ago, and got a few responses (enough for me) that this was normal. It is the heater vent opening/ closing...
I got mine when I turned on the glo-plugs, before I cranked the engine.
Some have reported a "chirp" upon shut down which is the fan belt causing a squeal or chirp. The motor shuts down, but some of the "other" accessories do not do so as fast.
I had my belt replaced (77,000 miles) and now it is quiet. Dealer said it was normal and it only happened when the truck was driving hard and hot... it was just the belt being slightly stretched.
This may or may not be the sound your hearing... but it is what I had.
All of the above are definately different. I know what the a/c door slamming shut sounds like. This burp occurs about 10 seconds or so after turning the key on. When the key is first turned on the fuel pump runs and you get the clicking of the injectors (I think thats what it is) and you hear the vacuum pump running as well. With the drivers door open, the door chime dings 3 or 4 times and right after it is done dinging is when you here the burp.
Oh well maybe some other folks with an early 04 have heard it.