You could always RMA it if you think the sound isn't normal. I know for one of my drives, sometimes on startup it makes a funny robotic noise, but that is just when it spins up the first time, not constantly.
The audio was really hard to hear, so you'll have to use your judgement or someone else who has a sharper ear could comment.
Check the reviews for the drive you purchased, see if others complain about a noise, if they do, then it is normal unfortunately. If not, maybe yours has issues with the spindle but it isn't bad yet.
That's totally normal noise - it's caused by the head actuator moving back and forth to select different tracks. Some drives are noiser than others in this regard, but what's on your audio track is not unusual. It's not a reason to return the drive.
You might be able to reduce the volume by using rubber standoffs so that the vibration isn't transmitted to the case.
Silent PC Review has ratings of hard drives based on how noisy they are, look here.