It is generally not supposed to make a sound.
If this one is made of metal, you can probably take it apart. You would want to remove the piston, and clean the chamber with a microfiber cloth. Then, add a VERY, VERY SMALL dab of mineral oil, if you are unable to return it. This should properly lubricate the piston, so that it does not scrape the sides enough, and will lighten the load you need to put on the plunger. Reassemble and you should be set.
If the plunger still does not move freely, I recommend going to your friendly neighborhood music store, and they will probably check it out, or sell you a replacement if they cannot fix it. Most of these stores are generally pretty honest and won't tell you that you need a new one if it is easily fixable.