Rear Derailleur problem
 

I have a problem with brand new ultegra sl with rear derailleur. When I move from the lowest gear to 3rd and 4rth I hear a strange noise (clicking). Seems like the chain is not in a straight line with the back deraileur but I have no problem with the rest of the gears. What I should try to adjust?

Shift it into the 4th cog, moving up the stack. Stand behind the bike and find the cable adjusting knob on the rear of the derailleur. Turn it so that the teeth on the roller are lined up directly beneath the teeth on the cog.