Miggy,
I had the same problem. Whether it was because my 1033 transformer is so old, of the 55 feet of track it has to power is too long, or the engines just pulls too much electricity, trying to get the whistle tender to blow loud without great speed ups and slow downs of the engines was a real problem And, I didn't want to spend big money or lots of time to try to fix it. (Life is too short.)
So, you have two very do-able options:
1. Cheapest Option: Do what I ended up doing. Put an insulated (unconnected) little side track in your layout, put your existing whistle tender on it, find the wires inside the tender that make the whistle come on and off when hooked directly to the AC output (not DC) of a transformer, attach wires to those and run your wires down through a hole in the table under or next to the tender, buy a really small cheap used Model 4150 Lionel starter transformer (for as little as $5 or $10), mount it under the train table, wire the constant AC voltage posts to your tender wires, add a momentary on/off switch into the negative (common/neutral) wire, and run the switch back to your control panel with some wire. Plug the transformer in, set the lever on medium, and you are done. Whenever you push the switch, the whistle will blow loud and long, and have zero effect on your layout currents or speed of your engines. If you position the tender in the middle of the layout, the sound is broadcasts evenly, and who cares if it is actually coming from the running train. Put a few railroad workmen next to the tender, so it creates a diorama of men working on the tender on a sidetrack. If you prefer, you can just mount the tender itself underneath the train board, so it is out of sight. Turn the transformer up all of the way to make the whistle blow louder.
2. More Expensive Option: Throw more money at the problem by dropping $75 or more on a whistle shed, to mount in our layout. Hope that running the whistle shed whistle off of your existing transformer doesn't slow your trains down as well. (I am pretty sure that someone here will be able to answer that. If the whistle shed also runs off a DC current thrown from your transformer when you press the whistle button, I would think that it would create a slow-down problem just like a rolling tender. If it runs off of a constant AC current from your transformer, with an independent switch, then it may still slow down your trains since it is drawing AC voltage away from the system, unless you have a powerful transformer.)
This is all just from my personal experience, and I am sure others have other good solutions as well.
Mannyrock