thats how mine sounds when i slam it into first at a stop light since i first got the bike. i try not to do it because it does sound so destructive but i think it really does no damage to the clutch/tranny.
I remember reading something about this, because the clunk worried me when I first got my 10R.
If I recall, it's the way the gears in the transmission are cut (straight cut I think?) that makes it clunk at low RPMs... so unless it's different on the '06, you can't really do anything to change it unless you replace the gears, or use a heavier oil to muffle the sound.
Don't quote me on this though because mine's an '04, and I might just be pulling this explanation out of my @$$.
yes it does my friend!!! If you have changed your sprockets out it will add to the noise of your bike too. But its a kawasaki, my zx7r,zx6r and now my zx10r all does it. But if it starts to feel like you are pushing threw gears take a look at it