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I went through this about a year ago with my 2005 4.4i and actually found the problem (my dealer did) and had it fixed. I should have discovered this thread and responded sooner. Here's the deal:

My 4.4i had a black condensation drain tube which connected into the vent system and exited down by the transmission. The result: whenever my fan was on at any speed I heard a whistling sound coming out of my vents. That whistling sound was actually the normal whine of my transmission being heard through my vents. If you turn your climate control system fully off and it goes away, then that's what your problem is.

The fix: A new drain hose design avail from your dealer which has a slit for an opening. It's actually rounded and closed at the bottom with a plus sign cut into the end to let water drain out but does not let sound come up the tube. When water collects at the bottom, the weight of the water opens the slit and it drains out.

Have your service rep search for the replacement condensation drain hose that exits near the transmission. Also, I think my service rep also rerouted it to a location away from the tranny - as far away as possible. I think the combination of the new hose end and new placement fixed it.