Weird Sound Effect Question

I've heard several guitarist pull this one off, and I cant figure it out for myself, so maybe someone out there knows.
Its a kind of spaced out wistling noise, listen to Steve Vai's Erotic Nightmares around 1:09 to 1:12 and you'll hear what I meen. Santana also does it on Black Magic Woman/Gypsy Queen off the album Sacred Fire. You can hear it around 4:13 to 4:30. Slash also does it in Welcome to the Jungle, but I dont know where. I just wanted to provide a good example, sorry if I provided to much of an example. I would really apreciate any help you can give me. I wanna know how to do this majorly, ya know? It just sounds so cool.

Hey. The crazy noise you are talking about is actually not very hard. Well first of all you have to have a whammy bar. Then you just find a place on one of the strings that produces a good harmonic (just lightly hold your finger on the string) then when it makes the harmonic noise play around with the whammy bar. Usually it makes a better sound then you mute the rest of the strings.

It also sounds to me as if they use a wah wah pedal, is that true?

Yeah, kind of like that. The weird cat sheep thing. I dont know about the Dream Theater song but Steve Vai does it a lot in Erotic Nightmares, and its not harmonics or anything, I figured that out.
I found a way to mimick it by putting a wah wah pedal in the down position and using a thimble on my right hand (use a slide, you cant shred but it'll work to) to sound notes right up by the lead pickup. I'd still like to know how they do it though.

I usually wear a cut down slide on my right hand pinky to achieve it, sometimes even rubbing the sibe of the pick against the string above the pickup will also work.

Yeah, thats how I use the thimble, and the extra treble that the wah gives you really helps the sound come through.