Anne-Lise - I already questioned this in her intro thread, but she said they were both boys. I have to seriously wonder about this though, as she said the little one was the size of a hamster.
Trish - Are you absolutely sure that what you are seeing is male genitalia? Have you looked at pictures to be sure? I am asking this because you want to be absolutely sure they are same sex so that you don't end up with them breeding down the road and getting an "oops" litter. Here are pictures of genitalia:
http://www.chins-n-hedgies.com/forums/showthread.php?t=16957
Also, if the kit is as small as you say it is, it should definitely not be out for run time right now. First, the chances of it getting hurt/lost are pretty high, but more importantly, a kit that small needs all it's calories to grow. Burning them off with out of cage time is not a good and could result in him not reaching his full growth potential.
The noise you are hearing is your chin being afraid. I'm going to guess that what you're describing is a bark. That means your chin is upset, afraid, worried, etc. In the wild, that noise would be used to warn the "herd" of danger. Right now, you're the danger. I agree with Ash, I would leave the chins alone in their cage for at least a week, and let them settle in. Lord only knows what the adult went through prior to coming to you. Right now, they just need to figure out they are safe and the best way to do that is to let them settle in without a lot of interference.