Pondering DnD

So, I've been listening to the Penny Arcade/PVP podcast of their DnD4e adventure and a thought occurred to me.

Should the player roll a perception check or should the DM do it behind a screen?

I mean, if I roll a 3 on a perception check and the DM says 'You see nothing out of the ordinary', I'm going to be pretty sure that there's something there.