I had a friend try to teach me how to do it, and it still didn't work. I examined how he positioned his tongue, lips, and everything. I tried to do the same thing and nothing worked.
I then spent a matter of weeks experimenting with different mouth arrangements and almost making myself faint with the amount of blowing. Sometimes I could almost feel the whistle beginning, but it never quite got there. In the end I finally found the right configuration and I have now mastered this hack. I like to use it to imitate the squeaking noises that basketball players make on a court.
Other hacks I've mastered:
Talking like Donald Duck
Beat boxing
Raising my right eyebrow (for the life of me I cannot do it with my left)