Squeaking sounds after lubricating the cogset and chain
We need more information to answer this very specifically, but the short answer is that you probably got a degreaser on a bearing area that didn't get or can't easily be re-lubricated. 

Either the hub bearings in the wheel, the bottom bracket bearings, or the derailleur pulleys. 

See this answer for information about how to properly clean and lube your chain with out damaging anything else. 

In addition, the cogset does not require external lubrication, so it is pointless to put lube on it. Lubricate the chain, and it will cover the necessary points on the cogset, externally.