Basically that noise tells you there is air in the cooling system.
It can be caused by not flushing the air from the cooling system or having any kind of leak in it. That includes a BHG, a leaking hose, or anything tomjan87 said as well.
As far as checking for a BHG, there are alot of little things to try, but nothing is as conclusive as a leakdown test. White smoke from the exhaust, loss of coolant with no apparent leaks, milky oilcap/oil, and air in the cooling system are all signs of it, but all of them have other explanations as well.