Do you hear that whooshing sound when you press the brake?

you know when the car is NOT on and you keep pressing the brake repeatedly you will hear that whooshing sound and the brake gets firm until the point where you can't depress it anymore.
well, in my car when the car is on and if I sit there and do the same thing (while car is parked) I will hear that sound except the brake doesn't get firm..is it normal to hear that whooshing air pump kinda sound even when the car is on? it's not loud..but I thought I didn't hear that before.
I can't really hear it when I'm driving because I wouldn't be depressing the brake hard enough or fast enough.

Could you guys please try it on your cars? just turn on the engine and repeated depress the brake and see if you hear anything(it might be hard to hear!!) I don't mean bash the brakes but with more force then usual. Just let me know..I'm getting paranoid that something might be disconnected in the brake line and the brake will fail while driving..

thanks
btw it's 08 MS3

Check your brake fluid level.  If something is disconnected/leaking, you would be losing brake fluid from the reservoir.  Brakes aren't connected by cables anymore, it's a hydraulic system (fluid used to transmit the pressure from the pedal into the Master cylinder, then down to the brakes.)  As you are compressing a fluid when you push on your brake, it's not unusual to hear a light whoosh type sound.