Check the front axle fluid level and condition, its possible its the axle and maybe just fresh fluid or bringing the fluid up to normal level will fix it. (NOT as likely as the wheel bearing, rhobll suggested, but its an easy fix, so its worth checking).
Another quick check, that is a cheaper fix, the brake pads. The wear strip will make noise when the pads wear down far enough it touches the rotors, to warn you the pads are worn out. You'd think they would squeel or make loud noises, but every time I have had it happen on other cars I have owned, it made more of a light, barely able to hear, grinding noise. And it got worse in turns, best I can guess, the turns shifting the hub ever so slightly to make the rub strip rub a little harder.
I agree with rhobll, it sounds like a wheel bearing, a.k.a. hub bearing. When your turning, it adds a side load on the wheel bearing, one direction pushes the worn bearings closer together and takes up the slack and open space which makes them quite down, going the other direction pushes the side load the opposite direction and pulls those bearings farther apart and opens the slack even more to create more noise.
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Last edited by Mongo; 09-08-2011 at 12:15 PM.