Thanks all. After a morning of staring at her, I am getting more acquainted with some of the pieces parts of the diesel. Still not sure really how it all comes together, but I will learn (like how is there combustion without a spark-assuming I have that right).
Anyway, about the turbo whistle. Everything that you guys asked me to look at looks and 'feels' very secure and tight. I haven't yet done the manifold test - mostly because I use Ivory dish soap and not Dawn (and I do the dishes

).
I also wasn't able to reproduce any noise in the driveway. I brought the engine up to 'speed' but never heard the turbo even kick in (did I read somewhere that the car needs to actually be accelerating?) Perhaps I did not get enough RPM's, but there is no tach, and honestly I was afraid to take it too high thinking I might be making a mistake...
I will keep at it. Maybe see if my wife would take me out on the open highway clinging on to the engine with hood removed. Come to think of it, I'm sure she would agree to that.