I replaced my whining turbo at 55k thinking it was dying, seemed ok on removal.
Replacement (brand new at time) is doing the same after 16k. Even though I always let oil circulate before revving, engine get up to temp before driving full pelt, and let it idle for a good few seconds before switching off.
My wife's Altea also whistles faintly, as does the 6 month old A1 car I have at minute.
I know there are tonnes of bad stories but I'm starting to believe it's a trait of VAG turbo's.
If you're worried, keep on top of oil changes and have a good garage check out the turbo and your hoses (for leaks).