ml high pitched whinning when 1st started

[johnr319]

My 2003 ml-320 right after i first start it has a high pitched whinning sound that goes away after the engine idles down. Sounds like a pump /motor or something and you can hear it shut off a few seconds after the engine idles down. When cold outside it is louder. Seems to be coming from next to the fuse box in front of engine. There is a round thing--looks like a small oil filter upside down--could be coming from that or right around that. Is there any whinning sounds that would be normal? When really cold whinnes really loud far from normal. thanks for any help.