vrs turbo whine

Hi, been getting an odd noise from the car recently, pretty much exactly the same as in this video - http://m.youtube.com/watch?v=ZmHSIFshi-U - any ideas what it could be? Also when giving the car a rev with the bonnet open I get a small puff of smoke from somewhere, which to me looked like the smoke you get from the exhaust, I suspect the downpipe from the egr, will be ordering an egr delete at the weekend