Gray, you were likely bumped from the server due to reserved slots. You can learn more about it as you play here, but the server accomodates different types of players with different types of reserved slots. As you're brand new here, you have no reserved slot whatsoever, so, when someone who DOES have a reserved slot goes to join the server, you're at a pretty high risk of being bumped to make room.

On the NS server, players don't get "kicked" when they're bumped for a reserved slot. Instead, they're redirected to HLTV. You can read more about HLTV here:

http://www.tacticalgamer.com/natural-selection-official-rules-announcements/56599-what-hltv-how-can-i-use-spectate-games.html

The reason you couldn't join a team when you "came back" is because you didn't actually rejoin the server. The "downloading" wasn't a download at all. It was your Half-Live client connecting you to the HLTV Proxy. Once you're connected to HLTV, all you can do is OBSERVE; you cannot act at all. You can't even join a team (you're not in the game, or even on the server). All you can do is watch the game. To reconnect to the server from HLTV, you can type 'joingame' in your console. If there's a slot, you're in. If there's not, or if you're again bumped later, you return to HLTV.

The screaching you heard is a problem that can be remedied by reading the second post in the above thread and following the instructions. I'm surprised it happened to you after you were bumped for reserved slots, though, as I've never heard of it happening to someone who has just left the server. I've only heard of it happening to people who connect directly to HLTV without first being on the server (and hearing others speak on voicecomm).

Let me know if you have any other questions.