Do you remember what lights were lit and could you describe what the sound was like. Was it constant, intermittent, more like a tone? Are you saying that simply running the self test cleared the sound or did this sound only occur during the time you heard the whistling sound? What do you have plugged into the unit? Are you using Powerchute with the UPS? If so, did powerchute log any events around the time of the whistling sound?
Sometimes the UPS will emmit a beep when there's a quick fluctuation of power. It attempts to go on battery but since utility power is restored right away, all you'll hear is a beep, and you will not see the on battery LED.