Looseness in the steering shaft and steering shaft coupling U-joint can cause a knocking / popping noise from the steering column when turning. The steering shaft and coupling U-joint will need to be replaced.
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Newest reported 2005 Mercury Mariner problems
A defective power steering return line can cause a knocking noise when turning or going over bumps, especially when the engine has reached normal operating temperature. The power steering return line should be replaced.
A whining from the front while driving may be caused by the front axle shafts. This would be felt between 20 and 45 MPH, and the half shafts can be replaced with revised dampened axles.
The transmission oil cooler may develop a leak, which will require replacement to repair.