Is there any reason why my Jeep makes a lot of noise when I depress clutch? Its like a high pitch metal-to-metal grinding noise. Normally I wouldnt mind, but it is just tooo fawking loud.

Nevermind, I did the http://www.pirate4x4.com/forum/images/top_search.gif and it appers to be throwout bearing.
Where can I get one, and how much of PITA it is to replace it?

Get yourself a manual and go to town. Its a PITA but not difficult to change. Get one at Napa, or just call Parts Mike.