yeah, that's perfectly normal, pretty much any guitar will do that... if it's really really bothering you, then you could get a noise gate pedal. such as this one: http://www.musiciansfriend.com/srs7/fg=142/g=guitar/s=effects/search/detail/base_pid/151331/
but it is very normal, and yes turning the gain down from 10 will help. lol.