New airbrush just blowing air.

I bought an Aztek A320 airbrush, and the other day was my first attempt at using it.  I started out with water.  Unfortunately, all that I could get to come out of the nozzle was air.  I’ve repeatedly tried cleaning it, repeatedly made sure everything was tight so there would be no leaks, etc.  Nothing; all that comes out is air.  I’ve gone through at least $5 in compressed air now I think, and I am fed up.  What could I be doing wrong?  (Obviously, as it’d never been used before and I tried water first, it couldn’t be clogged.)  Anyone had this problem before?  I would greatly appreciate any help.  :(