The
engine can handle a certain amount of air/fuel mixture before it
destroys. There is a blow-off valve and its function is to release
extra air from the system. This creates a whistling sound. All cars
with turbochargers can be recognized by their whistling. "At
best, this reduces turbo efficiency and engine power. At worst, you'll
snap/shatter turbine parts which may cause secondary fragmentation
damage." Press
here for a link of a video demonstrating the whistling of a blow-off
valve.