It won't be real loud, but you will hear a definate click that it closed. Thats they key.. to make sure its closing completely. By the end of your reps tho, it should be VERY hard to do... (after 30 times) so you may not hear it then.
Remember, you are excecising a muscle and muscles do ge tired.
If you can do 3 sets of 30 and close it competely the entire time, its time to go to the next setting.
Keep working... sounds like you are on the right path!