A Sky + box has a HDD inside it, and as this disk spins and there will be a very - and I mean very - quiet hum. If you are hearing a noise over the sound of your TV then that would be abnormal...
When I first got a Sky+ box I noticed this humming especially when the tv was off when it was downloading programmes to the Sky Anytime. When watch tv you should not notice the noise unless you have super hearing and the tv volume turned down.