Yes, i've noticed it, yes, it drove me crazy to the point here i wasn't paying any attention to the game just so i could quit to desktop the moment that sound came up to look for an error message or box or something, no, i've never figured it out and in time i learned to ignore it ;)
You say DEP does it? That's really odd, i have DEP set to 'on' for essential windows services and apps only but i guess it's possible.
It seems to be related to some kind of swap file action the game is making, which is most likely causing some kind of minor buffer overflow; exactly the kind of thing DEP is supposed to prevent. I disabled DEP completely (its mostly a waste of time and processor cycles anyway) and now it doesn't happen anymore.
BTW - Free rep for you.