if its really high pitched it could be the power steering pump...

i took my car to get looked at because it was whistling at high rpm and it turns out the dipstick on the cap of the steering pump broke off, fell into the pump, and got chewed up in the gears, causing a leak and a lot of damage. For some reason when the pump was all broken it began to whistle... i dont know for sure if this is what your problem is, but you might as well check to see if you still have a dipstick under your pump's cap