MXR Bass Chorus Deluxe... maybe problem?

Alright, I'm a pedal newb, so maybe this is obvious, but I wanted to ask the guru's here. I recently picked up a few pedals, and I think I'm having an issue w/ the MXR BCD. I also have the M85 Distortion. You know that "white noise" sound you get when the pedals engaged, but your not playing? I expected that from the M85, but I'm also getting it with the Chorus, the biggest problem being that that white noise gets LOUDER when I'm playing. Is this normal?