There are a couple of reasons why you might get this fault. If the machine hasn't had loads of use I would suggest checking the wand for any dirt. You should be able to push and twist the lance from the handle, and then possibly the lance in half aswell. Once you have done this just firmly tap the tubes somewhere clean. If there was any dirt in the end it should dislodge and work fine again.
While you have the lance off the handle, run the machine up and make sure you are getting plenty of flow through the handle. The other problem you could have would be worn pump parts. Servicing the pump can be tricky so if this is the case I would recomend taking it to your nearest dealer/service agent.