My natural gas fireplace sounds like a gas grill. Is this normal? I would think it should be silent. What's causing the noise?
If it has a roaring kind of noise, it's probably flashback. Normally gas is injected in a jet of gas through an orifice into the burner, and the jet of gas sucks air in with the gas through an air shutter. The gas goes through the burner and burns on the surface of the burner.
If the gas and air are improperly adjusted, the gas/air combination burns too slowly to get to the top of the burner, and the flame flashes back to burn inside the burner, typically causing a roaring noise.
You should have it inspected by a competent repairman who can identify and correct the problem.