I believe the Kompressor has a Roots-type supercharger. This type is also known as a positive-displacement pump, which means that more boost is generated at higher rpms. HOWEVER, this type of supercharger is designed to bypass the boost pressure under normal driving conditions. When the supercharger finally builds enough vacuum bypass (by wide open throttle), boost is transferred to the intake. You can learn more about the nature of your supercharger by visiting jacksonracing.com.
Eaton superchargers are notorious for making rough sounds (like a worn bearing), especially when cold or after years of use. It's normal, and nothing to be concerned about. Enjoy your car!
91 Supercharged Miata
99 E320 Wagon