From the Dr. Cox mania series… The video with the whistling has been removed by the one who posted it on you tube, so here are two sources where you can try and learn to whistle like Coxy. Even I almost made it and I really can’t whistle.
The sources cand be found HERE (quite good) or HERE (even better). Check both out and see what works for you, as they state completely different things.
second one
Good to hear.