During a low altitude flight with external load, the pilot heard a strong noise coming from the tail rotor blades, followed by a tendency to turn to the left. He depressed the right pedal completely and reduced power in order to diminish the torque. He managed to touch the ground in a stabilized manner, but after hearing a highpitch whiz, he shut down the engines. The pilot left the aircraft and saw that the tail rotor was missing, together with the rear gear box. The front part of the right ski had been damaged after the tail rotor blades struck a nearby load that was on the ground. There was neither fire nor damage to third parties.