If the program allows you to set your own sounds, you should be able to find a 'click' in C:\Windows\Media. Browse through to that directory and look out for Menu Command.wav and select it.
Before doing that, you can always go to the directory through Windows Explorer and try all the .wav sounds by double-clicking on them. If the Menu Command.wav isn't suitable, do an Internet search for click.wav. Lots will come up. Be sure you trust any site you download content from though. Probably best to use the Menu Command.wav you already have.
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