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.