The noise you're describing sounds more like caliper rattle, is there enough space between the spokes of your wheels to get your hand to the caliper?, if so, with the wheel fitted and tight put your hand through and give the caliper a shake and see if there's any play there. If so, it could be down to sticky sliders, damaged or missing pad springs/clips or even a little air in the line.
As already said above, once the wheel is fitted it should clamp the disc in place, I think that noise with the wheel off might be a red herring though