Download and install Audacity ( http://audacity.sourceforge.net/ ), and under one of the menus there is a "generate click track" option (or somesuch). That will create an audio track that is basically a metronome (you can select the speed, and how long of a track to generate.)

You can then export the sound file. You can encode it as an mp3 and put it on an mp3 player, or you could burn it to a CD. (If you burn it to a CD, bear in mind that CD's have a maximum duration, somewhere between 70 and 80 minutes depending on the CD.)