The clicks are from not lining up the waveforms precisely, and where they join there is either a sharp drop or sharp spike, hence a click. Sometimes you can get around this by simply playing with your cut points just a hair here and or a hair there. Working with 24bit audio also helps. It could also be that you're accidentally overlapping parts or leaving a gap between them. Zoom in!
The best way to go about this, really, is to work in an external editor like Wavelab or Soundforge (or even goldwave, which is shareware). n-Track's editing capabilities are better than some, but not exactly precise. Working in the editor, you'll want to make the end point of the sample is as close to the beginning point as possible. This can be done by precise cutting, or by redrawing the waveform. Redrawing the waveform is usually only necessary once in a while. Either way you have to zoom way way way in to get it right. Once it loops right, you can typically paste things together in n-Track well enough by making sure that two parts "lock" together. That is, if you go too far the samples overlap....not far enough and there's a gap between the samples....but if you get it just right, the two samples will appear to join (I can't really describe well what I mean, but when you see it, it should be obvious).
Slackmaster 2000