My gearbox was whining in fifth and sixth gear and eventually replaced under warranty.
Even though yours stops when the clutch is depressed doesn't mean it's something else, mine whined with clutch in and out. The gearbox 'guts' will still be turning if the car is moving even with the clutch depressed as the clutch just disengages the engine and takes the strain out of the gearbox.
As you have noises in so many gears I'd be getting it checked out straight away. It is possible to have yours repaired but unless someone knows exactly which part is at fault, it is probably cheaper to fit a second hand one or if budget allows, a reconditioned one.
Depending on mileage, it is a good idea to change the clutch whilst the gearbox is out.
Good luck with it.