My external disk made a clicking noise. What should I do?
Clicking noises are generally signs of immanent disk failure. Backing up your important data on that drive is a good idea, and you should do that first thing. 

Most HDD manufacturers have tools that will perform thorough checks on your disks health and come in different formats (most require an image to burned to a CD/DVD and then boot to it).

Do you know what the model of the external drive or the hard disk it houses?