Yea, the fluid shot through that little hole. I've done it a couple times and it shot out onto the hood and whatever else. When you turn the wheel, the fluid level in the resivior rises. I always start the engine if im going to turn the wheel much. As far as the vibration goes, thats because theres air in the lines. Just turn the wheel all the way to the left and then all the way to the right a few times and the air will get out. If it wines when you get done, its because the fluid is airated (has bubbles in it) and it will go away after a few minutes.
2004 Ford Ranger
3.0 5spd. 4.10 gears 6" lift w/ 35's