I got my 2005 A3 about a month ago and after reading many threads on this site I am now a bit scared my turbo may be on the way out as when I accelerate it makes a loud whistle sort of like a police siren and it does it in every gear. Also if you listen very closely you can hear the "dump release valve"/"back pressure valve" when changing gear. I would say these things are normal only my Dad has an A4 same 2.0 Tdi and you can't hear any of this. I recently had a REVO Stage One remap, although there was no increase in noise they did plug in the VCDS and there were no faults.
Should I be worried or am I just being to pedantic?