Q: What can be the problem,noise when you first take off and when you first brake. on 2004 BMW 330i

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Sounds similar to noise tires on trucks make on interstate. I have been told its the tires and maybe wheel bearing.
(1) Answer
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Wheel bearing failure on BMWs is pretty common, but so is tire "chopping". Run your hand down the tread surface of the tire. It should be smooth. If you run your hand in the direction opposite of rotation and you feel raised edges, than you have a tire problem. But, the fact that you say it is "only when you first take off and first brake, makes me think that this car isn't driven regularly and, in the right environment, a car can develop a layer of rust on the brake rotors over the course of a single day that could make that noise. Any way, a front wheel bearing failure can be dangerous for you and other drivers around you. I advise you to have a local tire shop check it out.