Probably the most common error made during the setting of a clock that makes noise is that of moving the hour hand independently of the minute hand. Remember: when you set a clock, move the (more extended) minute hand and let the hour hand follow along. Many modern clocks allow you to move the minute hand backward (counter-clockwise) some will enable you to shut off the sounds so that you don't have to listen at each interval. Either way, you shouldn't move the hour hand independently of the minute hand - because you will cause your mechanism to become out of sync with your hands.

But, even if your hour hand does get moved, DON'T PANIC. Most modern clocks allow for an easy fix. Follow this procedure:

1. Move your (longer) minute hand clockwise to the hour. NOTE: if you have a quarter-hour or half-hour chime clock, you may have to wait at the quarter or half-hours for your clock to finish making its sounds.
2. Count the number of strikes or calls your clock gives at the hour.
3. Move your (shorter) hour hand, just this once, to the number called. Doing this will get your clock back in sync with what the hands say.
4. Once your clock is back in sync, proceed to set your clock to the proper time - but don't move the hour hand this time! Just move the (longer) minute hand to the correct time, and the hour hand will follow along. You may have to go around several hours to be in the exact day or night time to align with your calendar or shut-off mechanisms.

Just remember, that your clock mechanism doesn't know or care what the hands say. You will have to align the hands with whatever time the mechanism "thinks" it happens to be. Once you are locked in, you can move the minute hand to the proper time. The hour hand and clock mechanism will dutifully follow along with your direction.

NOTE: the above procedure is virtually universal for all clocks, but there are always exceptions. Ideally, when moving the hour hand, you should be able to slightly loosen the (shorter) hour hand from its shaft. Most are only fit on by friction so that you can press it back on in the correct setting very easily. If you have a clock where it is challenging to move the hour hand independently, or if you cannot easily loosen it from a friction fitting, STOP. You should have a clock professional look at your clock. 

Some antique clocks (like 18th Century tall case clocks, or skeleton clocks) have the hour hand screwed directly into the movement. If you force clocks with stiff hour hands, you could cause severe damage to the mechanism. The procedure in this article is meant for most modern clocks.