Ok looks like I will try to sort my own problem out:

I have been going to the gym to do my legs once a week for two weeks now
and at first I felt some aches where my problem in my hip is. However I went to the gym last night (pushing myself about 70%) and I can say that the clicking feeling in my hip is not half as bad as it was last week. Although I can only just feel it, I am guessing that by using my muscles I am tightening the surrounding muscle tissue and maybe tightening the ligament/tendon that is causing me agony?
I will continue to do my legs at the gym once a week for two more weeks then I will try to up that to twice a week.
Whilst I do my weights I cannot feel my hip clicking so only tend to get the problem when I am walking. (possibly a posture problem?)

Cheshire-86