Yep.. It's perfectly normal!
It's healthy for your MacBook too! Keeps the CPU cool and in tip top condition.
You should be more worried if the fan doesn't come on!
Wierd, my Toshiba did it all the time. Soon as I press a time and hit the <Start> the fans would come on pretty loud, but soon as my popcorn was done, the fans would stop.
J/k but really.
yah, it's ok. My wife's MB does it too when my oldest gets on WoW to check his auctions (he's a greedy tauren!)