Unless the ball joint has a grease fitting (rare nowadays) it is fully lubricated when it comes out of the box. It may be that it is just tight, and will loosen up after a few hundred miles, or it may be that you have another problem, that was previously masked by the worn out ball joint, or is a result of something you did in the process of replacing it. As Steve mentioned, it could be something to do with the tie rod, or possibly the universal joint that connects the steering column to the rack. Those can stiffen up with age, resulting in hard "sticky" steering.