As I understand your post, you are setting off and allowing the "auto release" to take off the parking brake? While it is certainly tempting to use this "auto" feature, I never have (except to check it worked) because of the additional wear it imposes on the rear brakes. (also, probably wastes a small amount of fuel against the resistance of the brake) If you search for "replace rear brake pads" on here you will find that it is a long winded job and probably expensive for a dealer to do for you and unless you have vagcom or its new equivalent it is almost impossible to do yourself.
Easier and probably cheaper to just release the parking brake before you move off!
If I have got it wrong and you are talking about the noise just as the brakes are released, try taking your foot off the brake pedal quicker.
marsmail