Hi
When shutting down, the last thing the Alpha will do is make a short noise (like a beep) which is the sensor being shaken to shake any dust as best as it can. What you may also experience is the gear mechanism for the lens "shaking" to make sure the movement is still there for when you use it next.
There should be nothing to worry about with either of these noises since they are just the products way of maintaining itself.
If you find it does cause issues when using it then I would have it looked at to make sure everything is working as it should.
Hope that puts your mind to rest.
