The hissing sound is the sound of the flash charging, when you power it up, you are right.
If you use TTL, and when you change the focal length of your lens, there should also be another sound which is the speedlight's zoom head moving.

If not mistaken on the SB-800 if you move the head in any postion other than the horizontal, you won't get the flash distance indicator. Not sure of the SB-600 though.

Here's one tip though, make sure both the units are powered off before you attach them. I've seen people who attach their speedlights with their camera still powered on!