This isn't exactly the same, but here is my answer to a question about note onset detection:
http://stackoverflow.com/questions/294468/note-onset-detection#294724
The answer describes an approach that relies on the signal strength's rising above a given threshold. This approach would work to detect a blowing noise, although it would also respond to any noise at all, so talking etc. would also trigger it.
You could use FFT, but I think this would be too slow to use in realtime, especially on a Windows Mobile device (it might be fast enough, though). However, a blowing noise is unlikely to have a dominant frequency, unless the blower is whistling a particular note. If FFT is fast enough, you might actually want to look for noises that don't have a dominant frequency (you'd be assuming that anything with a dominant frequency or frequencies was speech or an instrument of some sort) and that are heavily weighted towards the upper end of the audible range (above 10,000hz or so).