I have this annoying whistling sound too! To me it sounds as if something is spinning, almost like a scraping noise. gets higher pitch when rpms go up. I've been to my local shop and they had no idea what it is, they said possibly tranny. I went to the transmission shop and we test drove it and he said its not the tranny, because you literally can't feel it at all.
It is a definitely a weird noise and turning the radio up is my solution but i would like to know what it is!