Audi A3 8L 1.8t sport, Gearbox problem?

[walsh]

I have recently brought an a3, and need some advice as to if i have a small, fixable problem, or a shagged gearbox/diff. There is a fairly noticeable whine in first gear, not dissimilar to a typical reverse sound (ie, almost silent as you get it rolling, regardless of load, becomes more audible as the speed increases). It not outrageously loud, But i notice it.

Few points from testing.
1) First gear only
2) No change to intensity of the sound dependent on load from what I can tell. Appears to be relative to the road speed.
3) Clutch in make no difference. IF you have the car in first, accelerate to, say 15-20 mph, and push the clutch to the floor, the whine is still present, until you move he gearbox into neutral/any other gear.

Any ideas where I should start, and if this is a problem that is known on these cars. I brought from a dealer ( Wasn't obvious on the test drive, I noticed shortly after), and have a basic warranty, but id like some input on what the suspect may be?

Thanks in advance.