Dog whistles are the painless, humane way to train your dog. One of the trickier parts of training your dog is getting his attention when he's interested in something else.
Training whistles use ultrasonics to emit a sound that your dog will notice and pay attention to. The ultrasonic sound is unpleasant (but harmless) to your dog, so he will stop doing whatever he's doing that causes the sound to happen. The sound isn't audible to humans, so it's easier on you and your neighbors.