I have the EXACT same issue - I posted a video on youtube here:
http://www.youtube.com/watch?v=xqRMT2Wopls
I've been getting the run-around by the Dealer for 2 YEARS, (yes, that's YEARS) now about this horrible noise. It occurs whenever the temperature goes below freezing, and dissappears after 10-15 min of driving.
So far I've had the belts replaced TWICE (the last time was a few days ago - the explanation for the warranty replacement was bad belts), the belts re-tensioned 3 times, and an "I don't hear a noise" twice... that's 6 visits over 2 years to my Dealer, 417 Inifiniti in Ottawa.
They are unable to determine the reason for the noise. I have left it with them on 3 occasions, over night, so they can cold start her and hear the noise.
Comments on the youtube video posting seem to point to the alternator. I had a ride back to the Dealership on my last visit with another Dealership client whom had had the EXACT same issue with his older Patherfinder... after 3 months of troubleshooting with his son, whom was a mechanic, they replaced the alternator, which fixed the problem.
SO, all signs point to the alternator. HOWEVER, on my last visit, I was told they would be ordering in a new clutch fan assembly, as that was most assuredly the problem. For $450. Keep in mind this car WAS IN FULL WARRANTY when this issue first presented, and I'll be damned if I'm paying another cent to get this fixed.
The noise is so loud in the mornings my neighbours can hear it and have complained.
If ANYONE has ANY ideas, please help me [us!]
Thanks!