Hi,
I am not sure what kind of whine you are referring to:
There is a normal "music box sound" like Nechaus explained, wich is normal especially when doing circles.
There is a real motor whine, what Ohmarinus means i think, it is more like a zooming noice ( not sure how to explain in english) wich is caused by to much current on the stepper.
The stepper should not make such noice, i dont use a multimeter to change the current, i just turn the potentiometer bit by bit untill the axis moves like it should, with no whine ( use a plastic screwdriver)