If the noise is affected by steering movement while the engine is running it's possible that the system wasn't bled properly you may have air in there or a small possibility that you received a defective pump. You have to determine exactly the source of the noise. It's best to take it to a reputable shop. You said a whistling noise and that type of noise don't generally come from the steering you probably meant a whirring noise. It's cheaper to get an expert diagnosis than to guess.
The mechanic that put the power steering pump said it might be a hole in one of the hose in the engine.
Not a mechanic but it could be the belts
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