In reply to Pids:
Could be one or all of several things:
As others point out, the chain and cassette should 'wear together' which means a new cassette deserves a new chain and vice versa.
Secondly, there is no guarantee that the cassettes on your old and new wheel will be in EXACT alignment - check limit screws and cable tension (shifting) with the new set up, otherwise you may get that clicking/rattling sound like its trying to change cog all the time.
A quick 'n dirty solution is to take the old cassette off the old wheel and put on the new (but may still need alignment).
HTH
N