It is normal for a small amount of steam to escape. However, if the amount of escaping steam is excessive, stop to make sure that your Filter/Finisher/Bottler Pan is sitting flat on top of the Steam Tray. Also the front of the Steam Tray should be facing the same direction as the front of the Filter/Finisher/Bottler Pan.
Be sure to keep water in the Steam Tray at all times. It can be refilled using the Refill Tube on the side. The Steam Tray will warp if heated without water in it.