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Perfectly normal...thats just the sound of the electric motor. It says in the MINI handbook that they use a separate motor so as to not drain horsepower from the main engine.
Just to clarify... that an electric power steering pump motor that you hear. As littlecS indicates, it's to reduce drag on the engine at parking lot speeds.
whining is normal... really loud whining and other noises is bad... last week mine started to whine really loud, i figured it was because I was driving with the windows down more frequently. Turns out my steering rack had the leaking fluid issue and i just got it replaced on monday. Good thing I'm still under warranty. If it is really loud, check your fluid level to be safe.