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I have a 2001 PSD SB CC 4X4. It has a whine that I can't track down. I originally thought it was in the transmission but it does it in neutral and and gets louder as the rpms go up. It's a rrrrrrrrr sound. Any thoughts? I also thought it might be the power steering pump or water pump but after using a piece of hose like a stethescope I still can't track it down. I'm hoping it's not internal. Ford garage guy said it sounds like every other diesel he has heard and was probably just the normal turbo sound. I think he is smokin' dope. I had a 99 right before this one and it did not make this sound.
You might remove the belt and see if any of them are loose. I'm not sure if auto parts stores can check to make sure they're not bent, maybe someone else can chime in on testing them.