Cheese slang. It is used to multiply the effect of an instance of great anguish/annoyance to the person receiving the 'Ehhrrr...'. The person dealing the 'Ehhhrrr...' points his finger at the unfortunate victim, possibly shaking it with great vigour. 'Ehhhrrr...' sounds exactly as it is spelt, similar in pronounciation to the word 'Air'. It first originated from the 'Basil Brush Show', used by Basil when a joke not worthy of a laugh hapenned.
*Man slips on banana skin placed on floor deliberately by the person about to administer the 'Ehhrrr...', impaling his rectum on a rusty pipe*