I have been having some trouble with my wife’s Dmax lately and found another problem yesterday. She has been complaining about a whistle ever since we brought it back from having head gaskets put in it. I decided to have a listen and a look. I opened the hood and had her start it. As soon as it fired, I got a big puff of white smoke up from between the engine and the firewall. I am thinking something in the exhaust system was not sealed properly when it was put back together.
Keeping in mind that it does indeed sound like a turbo whine type whistle and the puff of smoke, would this be your opinion also?

On some of the earlier trucks there was a bracket that crack and separate from the down pipe. I think someone here has pictures of it on there site.

I found it on Hoots site.

http://www.getdieselpower.com/my01dmax_files/downpipe_break/DSCN3050.jpg

I guess I was wrong. I thought it cracked the down pipe but it doesn't look like it did in this picture.

once when i had work done on my old 6.5, the technician placed the donuts in backwards from the down pipe to the manifold. i got new ones and that cured my exhaust leak, smoke and all. i would say, find where the smoke is coming from and see if it is put together correctly. otherwise, take it back to whomever did the work on the head gaskets.