When I open a song with midi, occasionally I'll hear the strangest noises sort of like random sound effects. Whare are they coming from or have I entered the Twighlight Zone?
That happens to me once in a great while, too. Sometimes there seems to be a MIDI message sitting in the buffer and when the software fires up it gets cleared out by sending it to the soundcard... I guess...
It happened to me yesterday with SONAR when I had just plugged in my new Roland SPD-6 MIDI percussion pad. I plugged it in, tapped it a few times before launching SONAR... then, SONAR opened and emitted a quick snare hit or something while the windows opened and arranged themselves...
Can you tell where the sound is coming from? If it's coming from the roland then you probably have a wrong patch playing. Try muting different channels until you find it.