Why does your water supply make a hammer sound when you turn it on to fill the toilet tank?

It could be a pipe is banging up against a joist or wall. Also, I watched AskThisOldHouse, and they repaired a pressure-assisted toilet that made a loud hammering sound whenever there was a change in water pressure such as using the sink. A pressure-assited toilet has a large gizmo in the tank. I don't know if it relates to your problem. I searched their website and found the video: http://www.thisoldhouse.com/toh/video/0,,1631526,00.html