Non-stop Clicking Noises on Certain Web Pages

My computer always makes one click when going to a new web page/link.  However, on certain web pages (especially those with lots of information to download) the clicking is non-stop.  As the clicking noise continues, the web page is accessable but it is visible that the computer is trying to do something.  I mean that the little flag in the upper right hand of the computer stops and restarts to wave, along with the bar at the bottom right of the page.  The bar flashes on and off like it is trying to download something, but I cannont read the text accompaning the bar.  I can only make out the word "Done" (in the bottom left corner of the computer) in between the clicks.

Is this a problems with specific web pages or my hard drive?  And what steps should I take from here?