Most likely it was a turbo spooling up that you were hearing. If you want to make your car louder you can get an intake system for your car. Neuspeed P-flow seems to be the most popular for the turbo cars. I'm not soo sure what is available for your 2.0. This will make your car louder sounding because of the extra amount of air that the engine is sucking in, but there will still be no whistle. Good luck.
