RAT QUESTION URGENT PLEASE HELP!!!!?

Every time, i try and hold my pet rat he squeaks, i have had him now for nearly a month and he seemed fine at first but he seems more nervous and he isn't as curious as his brother, we have just been holding him and his brother and Rory started squeaking but his brother Liam wasn't. If it helps he is a male dumbo rat and he is albino and is about 12 weeks old. Please help, am i holding him wrong ?