I don't hear clicking with my Ultegra cassette's locking ring. Instead, I can feel it slipping past what feels like detents as I tighten it down.
I don't know what you're doing, but if you can't feel it slipping the detents (or whatever it is that causes that feeling) then it's not tightening properly. This could be caused by the width of the cassette, including spacers, is too long. If there are extra spacers behind the three cog carrier, you could try removing at least one, but leaving a minimum of one.
Also, if you are switching to an 11T cog, you need a lockring sized correctly for that cog. In other words, a lockring off of a 12T Shimano cassette will not work properly with an 11T Shimano cassette. The opposite -may- not be true, but it's probably best to use the appropriate lockring for the configuration of the cassette being used.