it does it when you turn the car off after driving? and its still hot in AZ? if so, its the radiator cap or coolant system in general. im 100% sure of this. doesn't matter how tight it is, its bleeding pressure i think. mine did it every time i turned the car off in the summer. nothign to be worried about.
It sounds like a vacuum leak to me, possibly from the brake booster. I think the only vacuum resevoir in the Zetec is the brake booster canister so if its a vacuum leak, this is where it's coming from. Try this-after the sound stops, and it sounds like it happens fairly quickly, step on the brake pedal. If it is real hard, you have lost your vacuum somewhere-you should be able to get a few pedal applications with power assist after the engine is off. You could have a bad check valve in the brake vacuum supply line that isn't holding vacuum in the booster canister like it's supposed to and leaks air into the canister through an orifice that is just the right size to create a whistle. Your brakes would still work fine with this defect because the engine would be supplying vacuum as long as it is running. I think if it was a cooling system fault, you would have a loss of coolant issue.
MY car does the same thing and seems to be drinking antifreeze, I check the oil everytime i change it so I know the leak isn't internal, my waterpump seems to have some crud on it and my car starts to whistle as it gets hotter.