Two things that come to mind...a handheld requires a vacuum breaker (back-flow preventer) and may have a removeable flow restrictor. Either of those could cause the problem. Also, if there's any crud caught in the water path, that could do it. If you used pipe tape (teflon) to make the connections (not normally required as the hoses generally have their own seals in them), that may be flapping around on the inlet, causing problems. If the head comes off of the hose, remove it, run the water and see if anything flushes out or if it jumps. this may help to isolate where the issue is.