Thank you very much for your responses, folks. Much appreciated!
It is definitely not the radio (I'm not a complete idiot, I hope), neither the AC.
It could be this thing with the fuel door - I will check and report.
The thing is this sound follows exactly the revs of the engine. It must be some sort of belt or something which depends on that. I don't know... It wasn't there the last 3-4 times I used the car and yesterday it was back.
I hope my English doesn't make things more complicated.