Sometimes its the door seals. On the 1997-2001 XJs, each front door has a strip about 2 feet long that goes along the pillars that frame the windshield. When those get cracked you'll get some whistling. The same goes for your door seals. Check and replace as needed.
As for the piece underneath the metal front bumper, that's usually referred to as an air deflector in the Chrysler parts catalogs. Its held in place from the factory with aluminum rivets that go vertically into the underside of the metal front bumper.
Here it is: http://www.amazon.com/Genuine-Chrysler-5EF08DX9-Bumper-Deflector/dp/B005VMS6E4