If it is a loud clicking noise, only when you turn, it could be your CV
joint that is bad, usually due to a torn dust boot. Then again, this is
based on my experience with other cars, and I could be completely off on
this one....
To check, look behind the nuckell (Caliper/hub assembly area) at the axle
and see if any of your dust boots are torn/missing/not connected.
I've got a '99 M3 (67K miles) with intermittent stearing noise that has come
back (went away for a while, so I figured it was a fluke). Only happens
when the wheels are turned to the right, and seems to be coming from the
passenger side front....