For an alternative way of carrying a whistle, I use an Ultimate Survival JetScream whistle, and it is nice and flat so it fits into the little money pocket in my trousers/jeans. I also have a little Suunto clipper compass which clips on the the edge of the pocket which helps stop it falling out (not that it ever falls out anyway).
The Fox 40 may be a better whistle, but I cant get them here and the Jetscream works out perfect for me.