it might be a pinch harmonic which he then takes even higher into a whistling sound by pulling his whammy bar upwards, hence increasing the tension in the strings you need a floating trem to do this, i havent heard the song you are talking about but it sounds like a pinched harmonic to me, steve vai makes whistling sounds a lot i dont know if he uses this method to do it for definate but when watching dvd's of him live he appears to do so. Also zakk wylde uses a hell of a lot of pinched harmonics

if you dont know how to do a pinched harmonic, search this site im sure there will be a tutorial about it somewhere.

the best i can describe it is to let your thumb hang over the end of the pick very slightly so when you pick the note you thumb imediately touches the string causing the guitar to squeel (dont know how to spell squeel and i dont have spell checker at this moment in time to check). this is a pinch harmonic