My '04 did that. It was the alternator whistling, and it only happened for the first few minutes after startup, then only at certain RPMs. It had to be really, really cold (below 20 deg F) and once the vehicle warmed up the sound went away.
The dealer couldn't reproduce, and said even if they could they probably wouldn't fix it as it wasn't a safety issue and was only a minor, temporary annoyance at most a couple of times a year (which was true, but not the answer I was looking for).
TJR