To expand on Jeeves' interesting elucidation of particles in a linguistic sense: a particle is a word that does not belong to any other class of words (noun, verb, adjective, adverb etc.), is invariable (doesn't change) and typically has a grammatical or pragmatic meaning. There is some debate about what to include in the class of particle; some argue that prepositions and even articles are particles.
English examples include not, the "to" of an infinitive (just as the good Jeeves said - always knew I could count on Jeeves), and words like the "up" in set up.
My knowledge of linguistics is rudimentary, but I believe that the Thai words kha (added by women to the end of a sentence to make it sound polite) and khap (used by men in the same way) are examples of Thai particles.