My Shower Squeals, how do I make it stop?

We moved into a new place and have had trouble with our shower since the day we moved in.
When we turn the shower on (not the bath, it's when the shower knob is pulled to the on position), the shower squeals this awful high and sometimes low-pitched noise, which changes when the water pressure is ajusted ie: someone in the kitchen turns the water on while someone else is showering. But, this noise happens constantly when we are taking showers, and it is realllyy annoying! Is it a water pressure problem? What do we do to get rid of it? If anyone can help me, please do!!