I recently bought a 2007 vrs estate and the turbo whistles, I've read loads on the subject but all the information is very differing.

There is no loss of power or any smoke and i took it to a local mechanic who says it seems fine just a bit loud but with there being no power loss it should be ok.

Should i be worried or not?

I wouldnt worry about it. It is annoying but as long as it is spooling and not blowing out white smoke you will be fine.