2.0T Engine noise

I just bought a 06 A4 with 12K miles.  First Audi, love the car but first experience with a Turbo 4.  The engine seems to have a rumble noise as it accelerates between 1500 - 2500 RPM and then is smooth when speed is reached.  Is this normal for the Audi and is this the turbo making this noise when the engine is under load.
 
Thanks

Its still under factory warantty.  Go see the dealer.  Noises can be difficult to diagnose without hearing them.