There is this movie out. It's called "Paranormal Activity". Should clear things up, bro.
Serious response...Your can literally "hear" things during the phase where you are falling asleep, during that transition period between being awake and being asleep. The part of your brain responsible for hearing will be triggered to quite literally process what is in your head to hear things that go through your mind, but in your situation it is the same thing every time which makes me think a doctor may help. I have had this happen quite a few times (not your situation, my response above) where I would be falling asleep, or transitioning over to hard sleep and I will "hear" something from my dream and it will bolt me awake. Hopefully you are just having a re-occurring dream right at the beginning of falling asleep and this is happening to you.