Macbook crashed : Flashing folder with question mark (noise on hard drive)

My macbook (intel core duo) just crashed a few days ago. This is what it's doing:
The screen displays a a flashing folder with a question mark. I did find an article in apple for that : http://docs.info.apple.com/article.html?artnum=58042
But the think is, it (macbook) turns off after a while. I did try to boot up with the installation CD, but it can't find my hard drive. So, I thought it must be a hard drive problem. And I could hear that the hard drive makes a noisy sound. So, before I run to bestbuy or futureshop to get a new hard drive, I wanna make sure that it's really the hard drive that went kaput!
I was trying to install the leopard. It just crashed when I went surfing, and editing on iMovie.

I have a MacBook 13" Core 2 Duo, 160GB HHD, 2GB memory. My hard drive appeared to "crash" a few days ago. Whenever I pressed the power button, I would eventually get a grey screen with a folder with a "?" in front of the folder icon. I decided to re-install OS X thinking this would resolve the issue. During the install process, I would eventually get to the point where I am asked which drive to install OS X. The computer didn't recognize the internal hard drive. I do have an external hard drive for backups and the computer did recognized this one (WD MyBook).
I have since bought a new internal hard drive (Seagate 200GB 7200RPM 2.5" Mobile with Shock guard), installed it and went through the process of re-installing OS X. Again, the computer doesn't recognize the new internal hard drive. And again, the external hard drive is recognized.
For the time being I've installed OS X in the external hard drive. But now I have a new internal hard drive but is useless since the computer will not recognize it.
Anyone installed a new internal hard drive and experience the same thing as I have? Anyone with possible solutions or any advice you can offer?
Thanks.

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