a three-pronged garden tool being dragged across a slate surface
Didja shudder? Didja?
The original recorded, pre-digitised sound was not actually of scraping fingernails, but of something known, from previous experiments, to be very like it. In a footnote, Halpern, Blake and Hillenbrand confide that "the instruction set used in this study included a description of [a] three-pronged garden tool being dragged across a slate surface. Virtually all subjects shuddered upon reading this portion of the instructions."
Marc Abrahams in the Improbable Research column in the Guardian, tells us about a study called "Psychoacoustics of a Chilling Sound". Or why we shudder at certain sounds. Here ya go.