That depends really.
The obvious (generic forum) answer would be "stop pressing the pedal so hard", but that's only half the story, most of the time you'll lock the wheels not because you pressed too hard, but because you pressed too hard too sharply and caused your wheels to lose traction. Try and be smoother on when you first press the pedal and ease in to it.
OR.... your abs sensor could be knackered or just really mucky, its not a common fault on the Clio but is on some other cars that it's just covered in muck so doesn't get great readings and thinks your locking up. Also check really obvious stuff like tyres and tyre pressures.
Do you ever get the grinding/knocking at low speeds?