I think it's the aircon pipes knocking on the gearbox or steering rack.
I've heard a few people mention this so it must be quite common.
Mine does it on first start up as well.
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2011 Focus 3-door Zetec 1.6 TDCi.
Previous <img src="/images/graemlins/stemo.gif" alt="" />s - 2006 Panther Black & 2007 Red. Gone and quite forgotten <img src="/images/graemlins/lol.gif" alt="" />