From what I can tell with the H&R springs the clunk is normal. I have about 1200 miles on our car with the springs installed and it has done it every day.
-Derrick
Would adding the AutoExe front sway bar (shortened) end links help?
The info. on the Corksport site says "The adjustable link is an item which allows the true stabilizer functionality to shine through by adjusting the link length when lowering your Mazda so that the arm angle of the stabilizer is kept at the appropriate setting."