Fan keeps coming on when engine is switched off.

Just recently I've noticed my radiator fan has started to come on when the car is locked up and switched off. Trouble is it doesn't always do it straight away, the engine could have been off for an hour then the fan will just kick in, it's not quiet either, sounds like a jet engine starting up. The main problem is that it's completely draining my battery, I got up one morning to find it must have been going all night because my battery was completely drained and had to fork out a taxi to work. I've no idea what causes it or why I've never had this before, please help.