Make sure your lid is on correctly with the red/orange seal in place. Also, before you put the lid on, make sure you have all pieces and o-rings in the proper places. You know that blue plastic piece that fits on the very top? Make sure you have it in place, then fill the water to where it covers the piece, but not covering the center ring that sticks up slightly higher than the surrounding area. When you put the lid on, water will probably run down the side, so put a towel down. Now start it up. You should get a slight whoosh then complete silence.
If you have no idea what I'm talking about, lemme know and I'll take a picture a 'shop it up for you...