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Just picked up a 2000 Excursion Limited 4x4. My first diesel, awesome by the way, when it is started and idling after about 2 minutes I get a whooshing from the tail pipe. It sounds like extra pressure coming out of the exhaust. I read something about a "wastegate" and was wonding (bear in mind I know nothing about the diesel engine) if the "gate" was not sending this pressure to the engine since the engine did not need it while in idle? The truck just turned 33,000 miles. As a side note, I bought it via Ebay and paid $30,000 for it. I am told I got a steal. I have changed the fuel filter, air filter, oil and filter, and had the transmission flushed and serviced. I don't think any of these are related, just giving background.
Sounds like your cold weather exhaust restrictor valve in action. If it's less that 45 degrees this baby kicks in to help warm up the motor faster and keep it warm.
If you tap the brakes and the noise stops, that verifies that it's the exhaust restrictor.
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I would test or change the coolant. You can get some test strips at Ford, International and some parts houses. We have an additive in our diesels that keep the cavitation process from developing pin holes in our cylinder walls from forming. Th level you get on the strip should be in te range of 1.8 to 3.0. Too much is not good either as it is har on the pump seals and may perciptate out of solution to.
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