This is likely due to an imbalance in the water feeds going to the shower valve. You most noticeably see this when another water outlet is in use (tap in the kitchen is also running) and the water pressure drops. However, it's less likely to have happen with the thermostatic models (these have built-in regulators and non-return valves), and more likely where you have just a hot/cold mixer valve. What we can tell you is the water valve IS NOT faulty and you will need to speak to your plumber to get this correct. It may be that you need to install a Pressure Equalising Valve.
More information on this topic can also be found here