Your rat may be "sneezy" because he may have a common desease known as mycoplasmosis. If this is the case it needs immediate treatment with antibiotics. You should take him to the vet to be sure. Als, it could be because of his bedding. Are you using cedar or pine? Both are bad for your rat. The kind I use is Carefresh bedding made from recycled paper. And as for the squeaking, you should leave hm alone in his cage for couple days so he getsused to the surrounding, then train him to come to you by putting some peanuts in your hand and allowing him to take the food.

Als, he should be out of his cage to roam around at least one hour a day. Ihave cover to my couch and thats where I let mine go. (Wait till he is used to people to do this though.)

There are thousands of pet rat websites with more info.