Flywheel. The flywheel can get out of balance because it is a dual mass flywheel and I'm sure it's not a good thing for the pilot bearing. Ours does the same thing in the 3000-3200 rpm range. I'm replacing the flywheel when it's time for a clutch job, then it should be good to go again. The same problem occurs in other cars (Audis, etc.) that have the dual mass flywheel.
If it's driven properly at around the 4K rpm range, you rarely notice it so keep it up a little.