No reason why you should hear a click sound on the unit.
Double check all the settings – make sure that Comms Config on the Routing utility is set properly. Also, check the H8000's MIDI settings – do a CLEAR SETUP if necessary.
If this does not do it, I'm afraid that the problem is at your computer and there's little we can do. You could try different MIDI or serial adaptors, as well as new cables.