Water Pipe Rattling at Water Heater

If I turn a faucet in the house off quickly, I hear a rattle. I traced this noise back to the water heater. If I shut the valve off that feeds the water heater, and repeat the test, the noise does not occur.
I have a 2 year old water heater, that I believe has a built in Heat trap/valve. I believe this related to my problem.
Is this normal? Could this valve be going bad?
BV. www.time2conserve.com
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Sounds like water hammer.
Lowes or any home improvement store would have various shock absorbers that will fix it.

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It may be, but it is only occuring at the water heater. That is why I am concerned.
BV.
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I was thinking about this more, but isn't hammer caused when you shut the water off? The reason I ask, I am sitting here and my wife is running a bath upstairs. The water is on and moving quickly...The rattle is constant. I'd think hammer would not be an issue with the tub spigot on full blast.
BV.
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