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You will use some air for priming and testing your sprayer, so let it build up pressure while you get your paint ready. The compressor should have a regulator to allow you to set the pressure for the sprayer correctly; otherwise, fluctuations will occur as the pressure rises and falls while you are spraying. The exact amount will vary depending on your sprayer, so look at the manual (or the equipment itself) for details. Make sure it is tight; you may want to wrap the threads with Teflon tape to insure an airtight seal. This does not apply if your sprayer and hose are equipped with quick connect couplings. (This is the reservoir attached to the bottom of your spray gun.) Use just enough to submerge the siphon tube in it. This is usually the lower of two screws above the handle (pistol grip) of the sprayer. Aim the nozzle into a waste bucket and squeeze the trigger. It usually takes a few seconds for the sprayer system to prime with liquid, so at first, only air will come out of the nozzle. After a moment, you should get a flow of paint thinner. If no thinner comes out of the nozzle, you may have to disassemble the sprayer to check for stoppages or loose seals in the siphon tube assembly. A funnel helps, here, so you can return it to the original container. Mineral spirits and turpentine (two common thinners) are flammable solvents, and should only be stored in their original containers.
Turn on the air compressor. Adjust the regulator on the compressor to between 12 and 25 PSI (pounds per square inch). Attach the air hose coupling to the sprayer. Pour a small amount of paint thinner into the paint cup. Open the metering valve slightly. Prime the sprayer. Empty the spray cup of any remaining thinner.