[woodnthings]

no, not normal

I have the same guns. Unless you are pulling the trigger, no air should be going through the gun.
This one:
http://www.harborfreight.com/20-oz-high-volume-low-pressure-gravity-feed-spray-gun-47016.html

There are suction guns that bleed air though them until you pull the trigger, but not the above type:
Suction-feed guns allow air to flow through the top of the gun. This airflow pulls the paint up, out of the paint pail by use of vacuum power. This system is sometimes known as a siphon feed and it consumes a lot of air. Body work trade professionals often use this type of spray system.
Pressure-feed spray guns push air down into the pail of paint thus creating pressure. This system uses less air than a suction-type system and is better at lifting heavy materials like spray putty.
A bleeder spray gun system continually discharges air through the gun's air cap while the compressor is operating. This is because this simple system does not employ an air transformer tank like the other systems, therefore air must continually flow.
A non-bleeder system is similar to the above bleeder setup except the gun's trigger controls both the paint spray and the air flowing through the system.
Generally, the more money you spend, the better the spray gun and the better the spray gun will perform. The more efficient the spray gun, the less work you have to do afterwards in terms of sanding, buffing, rubbing and touching up. However for the non-professional home mechanic, the less expensive spray units will work very well. As you become more of a professional, if that is your goal, you can always move up to a better, higher-quality spray gun.
If you purchase a complete spray gun kit, including compressor, you do not have to make a choice. The spray gun that comes in the kit will be compatible with the compressor and other equipment in the kit. But if you are purchasing a spray gun separately, here are some guidelines.
The suction feed spray gun requires a lot of air. Therefore you will need a large compressor. But the result is: you will get more of a professional finish. Purchase a pressure feed gun if you have a smaller compressor; purchase a bleeder style only if your compressor has no tank or air receiver.