There's another non-solid-state (i.e. moving) part of DLP displays: the color wheel. (Simplified explanation follows:) The DLP chip flashes the red frame, the blue frame, and then the green frame for each full-color frame that you see on the screen. Since it does it very rapidly, most people's eyeballs merge each component scene into the full color scene. (Some don't quite fully, leading to DLP's infamous "rainbow" effect. This is most easily seen on black and white films.)
In order to have the red scene on the DLP chip get to the display screen as red, you have to obviously shine a red light on it. Same with the blue, and then the green scene. Rather than have separate bulbs for each component color (all flashing on and off), one constant illumination bulb is used, and a spinning color filter is put in front of it, coordinated with what is showing on the DLP. This spinning wheel will make some noise, and may (so I've heard) occasionally need oiling.
I have a Toshiba DLP - you can hear the color wheel spin up when you turn the set on, but once it's up to speed it's barely audible from up close.