You just have engine noise (alternator whine). It's not uncommon with amplified systems & won't hurt anything, it's just annoying. The first thing you do is take your car back to the shop that installed your stereo system & see if they will troubleshoot it & try to get rid of the noise. Most shops will be glad to attempt to fix it but you should know that sometimes engine noise is very hard to troubleshoot & can take just as long as the original installation time. Because of this, some shops do not warranty engine noise. So be nice & they'll be nice to you. Don't go in with an attitude.
If, for some reason, they will not or can not fix it there are a few things you can do such as re-grounding, running a return ground, moving signal wires, etc. which I can walk you through if you like, but be forewarned that if you mess with the install it will most likely void their installation warranty.
Hope this helps & let me know if you need further assistance.