Weird noise

I drive a 01 Mazda Protege 5. Recentley during my driving i have started to hear a noise. The noise starts only when the car is in motion, it is kind of a thump thump thump. The noise will start above 15 and is rather loud, as i speed up it sounds like it becomes quicker but quieter and more constant. It also seems louder on the drivers side and is espcially bad when i turn on a rolling corner. Any ideas what might be making this noise?