This sounds odd, but its difficult to know whether the issue is with the setup, the probes or the scope.
Can I suggest the following - set the voltage range to say 1V and quite a long timebase such as 1 sec per division. With nothing connected to the channel check the voltage is at 0V.
Next connnect the low amps probe with probe well away from any cables carrying current, if its not at 0V then press the auto zero button when the trace has got to about 1 sec across the screen. You should see the voltage drop to 0V. Similarly for the pressure sensor make sure nothing is plugged in to the pressure port and switch the sensor on (assuming its a WPS500) it should then go through a calibration when it powers up.
If the above does not work then please post the PicoScope data files.