fuses and bulbs don't make "clicking" noises, this is 100% a relay (the noise you can hear is the mechanical switch inside throwing as the coil energises and discharges). If the relay is switching on and off frantically it is either due to an electrical fault on the associated circuit (short circuit, bad earth etc.) or the relay needs replacing. Find out which relay it is then got to Halfords or Maplins and buy a replacement for ~£2-3. If that doesn't solve the clicking then you know to check the wiring.
Tip:- if replacing the relay doesn't fix the problem and you want to isolate the electronics to identify which circuit is to blame, then you can pull fuses until the noise stops. the circuit associated with the fuse you pull last that makes the clicking stop is the one at fault.
List of fuses and functions is here:-
http://www.saxperience.com/forum/showthread.php?t=63144