Okay, this one will need a little 'splaining. ;-)

Sometimes, in nightclubs or at parties, you will hear people make a
strange sound that, if one had to spell it, would be spelled "Eeuw!
Eeuw!" It's usually done in sync with the beat of whatever music
happens to be playing. You can hear an example at
http://www.geocities.com/jhabley2/euueuu.mp3

I am looking for some background on this noise. For instance, I'd love
to know some of this info (it's not necessary to nail all of them, but
the more the better):

-- When and where did this noise first appear? (Someone told me it's
from the movie Dr. Detroit... someone else told me something else...
not sure...)
-- Does it mean anything?
-- Any strange stories about it?
-- Is there a similar noise for other cultures?
-- etc etc etc.

Basically, I sort of want a primer on it.  

If possible, I'd also love to get links to audio clips of people
making that noise (clips from a movie, song, news report, etc.)

Thanks -- someone will have fun with this one. :)

Auggh! This sound is gonna stay in my head all night. ;-)

It reminds me of a high-pitched Jew's harp.

In case you don't know what a Jew's harp sounds like, here is a good
example (this is lower-pitched, but you get the same "boingy"
quality):

http://www.piersgibbon.com/audio/piersgibbon_jewsharp.mp3

Then again, it also has qualities reminiscent of a didgeridoo or even
a slide whistle.

I expect that it's none of the above, but is a synthesized sound.

I have no clue regarding the name of this sound. Hope someone else has
better luck with this, because I'd really like to know!