Well, there are a few things to look out for. If something says that it is 'Made with Whole Grain,' then it means just that: some of it was made using the entire grain. Now that doesn't mean that there is no processed flour in there, it just means that some portion of the flour is made from the entire grain. Take those General Mills cereals for instance. You can get nearly every kiddie cereal they make now, and it will say Whole Grain on the box, but if you look closer somewhere on the box it will say "Look for the Whole Grain label to ensure that each serving is made with at least 2 grams of whole grains." So out of the 26 grams of carbs that that cereal has, only at least 2 grams have to be made from the entire grain for them to be able to say Whole Grain (correct me if I'm wrong).
As far as I know, if you check the ingredients on whole grain products they will say Whole Grain Something-or-other somewhere.