It will whistle as its sucking in air through the dipstick hole or engine filler cap hole that is then going through the breather system and in to the intake, either directly in to the manifold when off boost (vacuum), or through the rear breather in to the side of the turbo when on boost.
General rule of thumb - if it idles nicely until you pull the dipstick out, or remove the engine filler cap, and idles terribly and tries to stall when removed, then it's ok (obviously the filler cap having a larger difference due to the size of the 'leak' you are introducing)