I think you just have to wear him down. Waiting, and waiting while ignoring worked best for me. I sat in the parking lot at the dog park for 45 minutes once waiting for him to stop. I didn't talk to him or look at him at all, I just waited. I did have my iPod, and that helped drown out the whining. It took time, but he now knows that he is not getting out of the car in that state of mind. He does still whine a little when we pull in a parking lot, but not nearly as bad as he used to, and he stops when the car stops.
Have you tried crating him at home when you are expecting visitors? I do that if Bauer is overly excited when visitors are coming. I crate him until he calms down, as soon as he is calm I let him out.