I had a tranny noise, but it did not depend on which gear I was in. Started as a whirring noise, about 25-45 mph (~ 40-70 kph) , and only there when I was giving it the gas, when coasting or in neutral the sound went away. After a while it changed into more of a rumble, and was only noticeable at speeds above45mph/~70 kph, but was still only when under load. It was never really loud, didn't drown out the engine/exhaust noise, but it was there, and was getting louder, more harsh. The GM dealer couldn't fit me into the service schedule, a toyota dealer said that I had a bearing going in the tranny. I ended up replacing the tranny with one from a wrecked corolla, seems to be working perfectly, but I only have about 500 miles on the replacement tranny so far.I hope your noise is something different and easier/cheaper to resolve.
http://forums.genvibe.com/zerothread?id=15551