welcome to the forums, rex !
use CA , its the best (CA is basically superglue, ask your LHS for some hobby grade stuff) anyway, when working with PE, a little CA accelerator is invaluable, it sets the CA instantaneously.
when handling the parts and cutting them off the sprue, work inside a big plastic bag and use tweezers. work inside the plastic bag because you are bound to shoot pieces off and lose them, working in the plastic bag stops em from flying across the room.
happy modelling, and show us some progres pics !