You have two things going on here. The fitting at the end of the greese gun will unscrew from the tube and release the preasure. Since you mention that it happens all the time, and with other grease guns, there is a problem.
More then likely, the fitting that you are greasing is dirty and the grease has become hardened. In normal situations, the new grease forces out the old grease and you get the benifits of the new grease to lubricate the bearing or pin. When the old grease will not push out under preasure of the new grease, you build up preasure in the grease gun.
This is what I believe is happening here. To fix it, I usually take off the zirk fitting and clean out the old grease. In my experince, this usually happens with fittings that have a cavity to hold grease. I then put the zirk back on and try to grease it again. If it still doesn't work, I clean it again and then spray carburator or brake cleaner in the hole. This desolves the grease, and always fixes the problem.
Eddie