Rickas,
Propane water heaters can and do make a fair amount of noise which will change with the wind direction and velocity. The sputtering is something else again. Is it possible your tank is overfilled? Is anything blocking the burner orifice? Is it dirty? The flu pipe? Is it dirty? Do you notice any flame variation or sputtering with your stove burners or furnaces? When you look inside the outside cover, is the flame fairly constant and blue? Does it puff back from the combustion chamber? The more info you can give, the easier it will be for one of our members to help answer your question and believe me, they have a lot of combined knowledge.