Thanks for the update. I am experiencing a similar whining noise that tracks with engine RPM in my '05 STi. I was hoping it was the idler pulley for the A/C belt. Took the belts off yesterday and drove around with the A/C belt off and the whining noise is still there.
So it appears that it's coming from either my alternator or power-steering pump. I can't determine which is making the noise so I'm not sure what I'm going to do at this point. I may just live with it until it gets worse and is easier to pinpoint. *sigh*