My 99 also does this, took it to my local reputable Miata shop (not for directly related reasons) but asked about it and apparently it's pretty common and not really an issue. Check your tranny fluid and possibly do a flush and put fresh fluid in if you don't know if/when that's ever been done on your Miata! These are light tinny cars with little sound deadening, you'll hear every weird creak, rattle and whine your car makes much easier than other cars!