Old thread, I know, but I stumbled upon it while searching for something else.
It sounds like there are two whistles being discussed -- (1)one that is very brief and occurs at startup, and (2)one that happens intermittently while driving at various speeds. I experience both of these on my '03.
Number (1) for me only lasts a second or so. It seems to only happen when I have the AC on at startup, so I assumed it was an AC-related belt thing. Like the belt or pulley aren't lined up quite right and make a little bit of noise as they "settle in" together. I hope that's what it is anyway. On my last Explorer (a '97) I had a timing chain going bad, and my trusted mechanic said there was a tell-tale noise at startup (sounded like this!). That's why I got rid of the 97, so hopefully my newer Ex doesn't have the same problem. No symptoms of a bad timing chain yet, so that's good.
Number (2) for me occurs at highway speeds and sounds like when you blow across the top of a bottle but very loud. I too thought it was from the windshield wipers, but it turns out it's coming from the driver-side door mirror. When wind hits it at the right angle, the air bounces around inside making the noise. Directions for fixing it can be found in TSB 06-14-8. I don't remember where on Ford's website I found that, but I'm sure if you poke you can find it.
Hope this helps anyone still suffering these issues!