What you are noticing is what we smart arses call Acoustic Resonance which happens when a system's resonant or natural frequency is matched by externally imposed forces of oscillation at the same or similar frequency - many would just call this a whistle.
If you modify the airflow; by opening the window for instance, you change the frequency of the external force and the whistling stops.
You might also put a brick on the window sill, place a board or ladder against the wall, a trellis for plants - anything to alter the way the air passes across the face of your window. Wind Chimes would do it! A batten fixed vertically on the windward side of the brickwork - anything that takes your fancy.
Peccavi
November 2008