Sophie does this too! I refer to it more like a "cooing" sounds. Almost like a dove. Yet the cooing will be in a whinny noise like a horse would. She started this about 2 days after bringing her home. I thought I was hurting her cause she'd do it when I picked her up. We finally realized that it was "her" noise and not a pain noise. She still does it when snuggling or when she's tired but MUST go out to potty. She'll coo all the way to the door. It's funny as I just emailed my husband at work to tell him to let the diva dog out to pee when he got home and his answer to me was. "mmmmm, mmmmmm". He was trying to immitate her whining...LOL
