I don't think that sound exists in Portuguese. For me it was helpful to hear that it is pronounced in the same way as "y" in Swedish, or "i" in a particular dialect.
But if it is confusing, just prounounce it as "i" until you figure it out.
If you don't have a book with audio then I think you should by one. If you can't afford to buy then just download on Bittorrent. I don't think that in this day and age somebody should try to learn a language without audio material.