Masking tape your window to the window seal, so it has no gaps, if the whistle is still there, then its probably the door seal, try adjusting you door striker pin "in" a fraction, to pull the door shut a little tighter onto the rubber
sometime doors can whistle if the polythene membrane is damaged under the door card..
also check that the rubbers on the door handle, and mirror have not split
The rocking that you have noticed is normal
Tom