Gear change noises?

Hi all, wonder if anyone can help. 

I I bought a focus titanium 1.5d in October 15 and it makes (what I think is a loud!) clanking noise when changing gear. Very audible going up to gear two and three,  less so going up the rest.... Also loud going down to three and two also but not quite  as loud.

i drive without the radio on mostly, with it on its obviously not as noticeable. But it's driving me nuts. 

I took it in back in March, but on a test drive the second mechanic said it was normal. Of course it wasn't as loud when he was in the car and I didn't have time for a long drive (they had the car all day but it wasn't till I picked it up they mentioned they couldn't find a fault and invited me to drive with them, ran out of time and patience by then! ) The first mechanic I showed in November said it wasn't a normal noise and looked underneath, removed a cover and a stone fell out, said that may be it and to mention if it's still doing it at the next service - which is when it went back in in March....

So is any noise normal on changing gear? Should I be able to hear the gear 'going in, engaging, whatever'? I've never before heard it and I've driven a shed load of cars in the past! (And speed or use of the clutch makes no difference)  

Thanks in advance