There is a setting in Windows XP to make a click sound when you open a new web page in Internet Explorer. Each song that plays on Pandora looks like a new web page to IE, so it plays that click each time.
Here's how to get rid of it:
1. Go to Start -» Settings -» Control Panel -» Sounds and Audio Devices.
2. Click the Sounds tab and scroll down in the Program Events box until you see Start Navigation.
3. Click on that and then click on the drop-down list labeled Sounds.
4. Scroll all the way to the top and select (None).
5. Click Apply.
Now close all the windows you just opened. The click should be gone and you should only hear music.