megane makeing a wineing sound

hi i need some help i have just got a p reg 5 door 1600cc auto megane but keep hearing a whining sound when im driveing but its not there when im in park or just not moveing. when i hit over 30 mph it sounds like a plane any one know what this could be or is it just a sound for the car my only othere car was a 20 year old micra so i have no idear about this car meny thanks

Could possibly be gearbox....does it happen when in neutral and coasting the car along