I have the same problem.
First, was your car ever in an accident? If so, it could be the reason why you're shocks are making a noise. When you're in the accident, the car is violently shifted, especially if you're hit from the side, if the accident is bad it messes up the suspension. It could make the strut/shock get misaligned which causes the potential problem of what you have to investigate below.
1) If not, jack the corner of the car up where the noise is coming from.
2) Take off the wheel
3) Take a GOOD look at the inside of the spring coil. Usually the noise you're talking about comes from rubbing of the coil and the sleeve because they are not parallel with each other. They may not be in contact when you have the car jacked up, but when the shock/strut, and coil compresses, the the shock/strut, and coil may rub or come in contact with each other which causes the noise you're talking about.
4) If the spring and the sleeve are coming in contact, do what you can to center the coil on the sleeve, and or shock/strut.
Hope this helps
[ 10-10-2002, 06:20 PM: Message edited by: Steven ]