Need a bit more information - What operating system are you using ? What version of LMMS ? What Audio Device are you using (in Edit/Settings) ?
Exactly which instruments have you tried ? Where are the notes coming from ? A keyboard/from a MIDI file/in Piano Roll. Do you hear clicks only on playback or when you're entering the sounds ?
Clicks can be created by all sorts of things from bad speakers/headphones to too sharp an attack on a sound to badly produced samples so just saying you hear "a clicky sound" doesn't tell us much I'm afraid.
Steve