You'll need headphones for this to work. Make sure there is no noise around, close your eyes, turn the volume up a little bit, hold and press headphone on your ears for better hearing, play it and enjoy this impressive audio work ( illusion ). Not a screamer not a prank! ( i promise )
CREDITS: Finally the origin of the embedded audio clip has been found. This amazing audio clip was created by QSound Labs ( www.qsound.com ) as a demonstration of Binaural audio technology.
See this wikipedia entry for information about binaural recordings.