How do you do this on guitar. I know on Steve millers song it is a slide but on the Avenged Sevenfold DVD Live in the LBC Zacky does it with a normal guitar before Beast and the Harlot. How does he do that ?
as in the whistle you see people do when a hot chick walks by or something?

theres a couple ways.

ive seen paul stanley(KISS) do it by sliding on the high e up to the 19th fret then sliding up to the 17th fret and back down the neck

or you could do it with harmonics if you have a floyd rose or other floating trem
Zacky just slides on the low D high up on the neck then back down and then not-so-high up on the neck then down. Just do it really fast and it doesn't really matter which fret you slide it to, just do like the 17-19 range for the first one then 13-15 for the second.