My father's 2001 3.0 liter X5 has a stange whinning noise coming from the transmission transfer case. Has or does anyone have this problem with their X5? What is this?

How long has it been since the transmission oil was changed? That would be my first concern.
It also depends upon all driving conditions.
I would not try and ignore it, that could make a simple oil change into a very costly repair.

My 02 3.0i was making noises and having some shifting problems, took it to the dealer under warranty and they reprogrammed the computer, I would say try the dealer first.