I would put a few more hours on it and see after getting broke in a little if that helped. When I got my M6800 4x4 cab I heard the transmission whine a little while in 4 wheel drive. Either now it doesn't do it or I have gotten used to it.
Massey Ferguson 5609, Kubota GS1800, eXmark LazerZ XP
A whining noise wouldn't concern me overly much. A grinding noise is a different story. I would get it looked at ASAP. I would rather have a false alarm on this one then be potentially damaging the machine.