The sound it is making when you turned it clockwise is definitely not normal... the gear mechanism inside the G27 is probably broken. You should get a replacement unit.
sounds like the wheel has either loose motor causing the gear mesh to pull apart or possibly stripped some teeth off of a gear ,the fact its only making the noise in one direction? . either take it to where you got it for warranty or at your own risk ,take off the cover and investigate, its fairly simple if your a little mechanically minded
see this link i found to see better, if its only doing it in one direction its almost certainly a loose motor or the plastic housing that holds it is cracked http://www.jlvrh.de/G27_UK.htm