I'm not sure of your noise, but KDX's are (apparently) known for noisy engines. When I purchased my 2000 KDX, one of my first postings to this site was in regards to the noise from my engine. It was kind of a rattle sound that was very noticeable at idle. As the revs picked up the noise would recede, and at higher revs you can't even hear it. It wasn't "solid" enough to be a rod knock, but it was a definite, noticeable rattle/tap kind of sound.
I was informed this was most likely the KIPS valve, and was a common noise for the bike. So far it's still doing it, and it's running fine a month later.
Brandon