I still haven't found a site where I could listen to this particular sound, but I thought this history was interesting:

History
The name Xhosa refers to one of their legendary chieftains. The members of the ethnic group that speaks Xhosa refer to themselves as the amaXhosa and call their language isiXhosa. Almost all languages with clicks are Khoisan languages and the presence of clicks in Xhosa demonstrates the strong historical interaction with its Khoisan neighbors. The name Xhosa is Khoisan meaning "The angry men".
From answers.com