Cold engine Whining?

Does anyone living in a cold environment hear a whining coming from up front when you start your car in the morning? When my engine is cold soaked, it makes a whining noise, as soon as it is warm, it goes away. I took it to the shop. They replaced the power steering pump, and it still does it. So I just took it back today. I think it is just a tensioner or an idler pully, but I cant pin it down. Its pretty loud though.