It started with Mark & Lard's afternoon show on Radio 1, who were on that slot from 1998 - 2004. For me they were genius but you have to have to that sense of humor to get them. Basically they used to do a multitude of 'spoof' quizzes, where Lard (Marc Riley) would go into the other studio and pretend to be some wayward maniac caller into the show to play the quiz.
The 'whooooo' came from one called 'It's a Mystery'. Where there would be weird clues to guess who the celeb was, Lard on the other end of the phone would never get the answer. And when revealed (someone usually well known) there would be a few seconds silence followed by a loud 'WHHOOOOOOOOOO!!!' You can hear a clip here.
https://www.youtube.com/watch?v=LamKPIw5yGM