My 2000 Jeep Cherokee Sport makes a loud whistling

My 2000 Jeep Cherokee Sport makes a loud whistling noise (like a balloon when you let air out while pinching the opening) when I drive in cool or cold weather. It doesn't happen when it's warm out. If I press the gas it goes away but when I let off it comes back. If I sit idle for a few seconds it goes away. It's definately coming from the engine. It sounds like a vaccuum leak but where could it be coming from?