Step 4: Adding the straw
When you have the best position figured out, tack the straw in place with a couple of drops of hot-glue, check again that the position is correct, then add more glue around the straw to hold it in place.
I also trailed a couple of strings of glue over the straw, with the idea that they would keep the straw in the correct oval shape. I don't know if they are actually needed, but they didn't damage anything...
Anyhoo, there you go - the whistle has a pleasant tone, a bit like a small train-whistle, and is not so loud that small children will run screaming from the room, or get in major trouble for playing with it in the house.