Before you give up, there's another thing you can try. Select an unused Audio Instrument track in the Arrange window. In the box above the channel strip (the one with the name "Inst 1" or whatever) click on the Channel popup. It should open the list of all the instrument channels. Scroll all the way down and choose Instrument 64. This is where the Klopfgeist hides, and it should be the virtual instrument selected in the i/o section. Make sure the output you want for the click is selected for that channel.
-eric