Definitely something not right there with the tranny. My car is exactly the same as yours, 03 coupe 6 speed manual and it never made such noises. Has the transmission oil been replaced since you bought it? Might just be the case of simply replacing the oil..
When I first got mine, 2nd gear was a little hard to engage. After replacing the oil, it felt better but still wasn't smooth. After 4-5 weeks of driving it felt much better. One thing to note is that import cars like the V35 sit in yards for up to several months and never get driven until a buyer rocks up. So it usually takes a few weeks to have everything oiled up and smoothen. Not to say your tranny isn't faulty but just something to consider.
Like n15mo said, take it to a trusted workshop and have them look at the problem. Good luck!