Fluorescent lights can make humming noises, but it is not a normal sign of a properly functioning ENERGY STAR qualified CFL. The humming is likely a sign of loose parts in the ballast (the plastic part of a CFL between the glass and the metal screw base). Contact the manufacturer or return the bulb to the store where you bought it for replacement.
Manufacturers producing ENERGY STAR qualified CFLs are required to offer at least a 2 year limited warranty (covering manufacturer defects) for residential applications. In some cases, the manufacturer may request the failed product to be shipped to them so they can determine the cause of the problem, so make sure to keep the product until you speak to the manufacturer. The manufacturer will most likely provide a replacement product or a refund.