Hm, I recommend against socks with climbing shoes -- put duct tape over the problem areas on your ankles instead. The socks will make climbing unnecessarily difficult.

Also, if it's rubbing enough to be a problem, you may want a smaller size of shoe -- helped for me, at least. Less room to wiggle == less rubbing. And they are supposed to fit very tightly, although people seem to disagree on how tight is too tight.

man these shoes are already so tight my big toe on each foot hurts pretty bad. Although maybe it's because they're so small that they're not fitting right and consequently loose in weird ways in the back because I can't tighten them properly.