For your particular espresso machine (Krups XP 4030), that's normal. Higher-end pump espresso machines have a 3-way valve (or solenoid) to release the pressure and allow water to evacuate into the driptray after the extraction (usually with a "woosh" sound). Yours relies on the fact that water will leech through the puck in a minute or two and relieve the pressure. If you remove the portafilter too soon on such a machine, you risk a "portafilter sneeze" and its attendant mess.
If you're new to making espresso at home, check out the site's
recommended reading. They cover all the basics and beyond.