It's not a great idea to hold the wheel hard against the lock stop. The noise you hear is the pressure relief valve opening because you are making the PAS pump work into a "dead end", i.e. no fluid can flow so pressure increases dramatically. This is especially bad if the fluid is cold, and therefore more viscous.
There was an older car that had the PAS pump driven by the timing belt, and as the cars aged there were quite a few timing belt failures caused by driver holding the steering hard against the lock stop first thing in the morning. Can't remember what the make & model was now, perhaps someone on here will know? Most cars have a separate auxiliary belt for hydraulic power steering, so this is less of a problem (unless that belt snaps and gets pulled into the timing belt - not uncommon on some cars).
Oh, BTW it's 'have', not 'of'.