when a bearing is driven in it needs to be supported properly.
if the bearing is being tapped/pressed IN to a housing then the OUTER race needs to be tapped/pressed, without touching the inner.
if the bearing is being tapped/pressed ON to a shaft or axle then the INNER race needs to be tapped/pressed, without acting on the outer.
as matt said, it's either a duff bearing, or it's been fitted badly.
if it's any consolation both of my wheels do this, but it doesn't really bother me.