The transmission is making a clicking/grinding noise when the car is downshifting.
If your vehicle is a standard, you can have a bad synchronizer in your transmission. The synchronizers are typically made of brass and are what make shifting from one gear to the other smooth. When they wear they make shifting a bit harder and that is when you hear the grinding sound as you shift. Repair requires removal of the transmission and disassembly. This is something that I suggest be done by a qualified mechanic to pinpoint the grinding sound in your transmission.