I had a very similar thing with my RSi mate. I took it in to my local mechanic and explained the problem to him. He took the clutch apart but couldnt find anything wrong with it at all. He checked the cable, the mechanism, etc. I cant remember exactly what he checked because Im not really up on the mechanics of a car, but he must have listed at least 4 or 5 common causes for the squeak, for which, he found no evidence. The only thing that was picked up on was how stiff the clutch was. Again, the mechanic said it isnt anything out of the norm. In fact, I havent heard the noise for a few weeks now. It just came and then went.
Does the noise occur everytime you change gear or does it only make the noise when you change from 1st to 2nd and then 2nd to 3rd?