What you mean, the 'whine' sound, is what the custom transmission sound in GT5 is. Most people say it sounds like straight cut gears. I'm not sure but either the shorter you set the gears the louder it becomes or the other way around.
Try this; turn your speakers up a bit, use a stock car (take a cheap one if you're still a beginner or use the Toyota 86GT you got as gift), take it on track and drive it for a minute. Now go to tuning settings and add a gearbox (the 5/6 gear short boxes have the same whine). Go on track again and compare the sound.