I have a brand new hard drive, and it seems to make a lot of noise. Mostly when it's "thinking". Why?

This seems to be accompanied by the mouse jumping around the screen, which is an oddity. This is a custom self built machine. It was my first time building a computer, so I am not sure if I did something incorrectly, or if I need another fan, or what. I'm certain the noise is coming from the hard drive, but why would a brand new hard drive make so much noise?