Some mouthpieces can be loosened with a bit of warm water. Their attached with glue so the water can melt it, but be careful - too hot of water may melt the mouthpiece itself. Most whistles are only marginally tuneable, however.
Oftentimes it's easier for the guitar to tune to the whistle. Good luck and definately check out the above link - it is the best web source for whistles. I don't buy an whistles without checking there first and I have 30 of them.