Help..Flashing question mark, won't boot,clicking sound. Whats happened?

I was using my macbook (Intel Core Duo) to watch some Quicktime trailers and whilst waiting for the movie to load (which was taking a long time as I have a slow internet connection), the fans started whirring away, then the spinning beachball started. A clicking sound started from somewhere inside, I tried to force quit but couldn't get the force quit screen so ended up having to shutdown using the power button. When I tried to startup again all I got was a clicking sound and a flashing question mark. I used the cd to do a hardware test and tried disc utility but the hard disc is no longer there..! I tried resetting PRAM but still nothing.
Does this mean my hard drive has failed? What is the clicking sound? I have most of my stuff backed up and my itunes library, photos, and movies are on a external drive. If I have to have a new hard drive will I be able to access these again?

Thank you. I have now read many other reports of hard drive failure in Macbooks and as mine has exhibited exactly the same sypmtoms as everyone else I can see that it means it is dead. Luckily I had backed up but I am very angry that this has happened to a 16 month old, well cared for computer..and an Apple one, not some cheap PC!

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