Nikon 18-55mm VR lens shakes /moves when taking pics - normal?

I have Nikon D3000 that came with 18-55mm VR lens. When VR setting is set to ON, and when I'm about to take a pic, it seems like the lens "shakes" on its own maybe 1-3 times (it moves up and down, or angle to angle by a small bit, etc etc) before taking a pic. Is that normal? Or should the lens always behave "straight" without these movements? When VR is set to OFF, the lens is always "straight" (ie: it doesn't move in any direction).

Thanks!

Added (1). Thanks all for the answers. To answer one of the question, yep, this occurs when I press the shutter button half way through. Also, this shaking occurs once maybe, i might be exaggerating a bit when i saw three times, but i think at times I've noticed two moves? Many thanks for the help, I was just afraid the lens was defective but I guess its not and this moving is normal.

As a big software manufacturer says "this behaviour is by design".

What you're seeing is the VR doing it's thing. If it's that noticeable you need to work on your camera holding technique.

Just to clarify, this behaviour occurs when you half-press the shutter release button to focus, right? And it occurs again a few seconds after releasing it?

If so, then yes, that's the VR being started and stopping. Basically, it is dropping an optical element inside your lens into a suspended position, and fixing it again later. Before the VR then aligns it to the precise position where it is supposed to be you see these movements. I wonder that you said that there can be up to three of them though; on my 55-200mm VR there's just a single shake. But perhaps the VRs work a little bit differently.