Re: whistle
Well, the cry is basically what's it's named, a cry. Like, the sound a baby makes when it cries. Now, I don't hear babies cry very often, so I can't tell you from first-hand experience that the cry is actually in resemblence of a baby's cry, but Brett has a plenty good demonstration on CD3, I think.
When you do the nays, or any excercise for that matter, make sure to not tense your face or your jaw or any of that, as that will simply develop bad habits and make things harder than they should be. I remember when I was trying to show my Dad how to do the mum excercise (it's on the SS program) with a cry on it, it was like he was trying too hard and trying to make it sound majestic instead of a dopey, crying sound.
Now, I hope I didn't confuse you with a reference to another excercise: The nay excercise doesn't have the dopey sound, just the cry. The cry is sort of like a whine, like the sound some kid might make if he were asked to do a chore, but he gets all, well, whiney about it. Or, maybe I'm the only one who thinks that sometime kids make that noise... Anyway, perhaps someone could post a sound clip for him?