Whenever I put on the hot water in the house, a loud banging noise comes from the boiler. What is the problem?

No matter which faucette I use in the house, the banging noise appears. I have had a plumber come in, but naturally the noise did not appear (typical). He bleed the radiators and stated that he could not find anything. A work mate stated that she had the same problem and that her plumber replaced her "bull"? Thanks for any help in this matter and if it is that, can I repair it myself.