How to categorize "grrrr", "errhh", "argh",..?

Solution 1:

These are called interjections.

In grammar, an interjection or exclamation is a lexical category used to express an isolated emotion or sentiment on the part of the speaker [...]. Filled pauses such as uh, er, um, are also considered interjections. Interjections are typically placed at the beginning of a sentence.

Gosh and gee are interjections, too.

Solution 2:

"Grrrr" and "argh" are onomatopea, at least accoridng to wikipedia: http://en.wikipedia.org/wiki/Onomatopoeia (notice the extra i)