Here is a link to a good "How To" on Swwanny's web site. I think it's the same as the FAQ in the "Techniques" forum, but it has a lot of good info.
I have similar problems with Future, and think I have decided that it just doesn't like to be sprayed over flat finishes. Maybe someone can shed more light on that, but the one time I got a nice gloss out of it I had steel wooled the flat surface so that it was pretty smooth.
Temperature is another contributing factor, I think. I had rougher finishes when it was real cold in my basement. Now that it's warming up the Future is flowing better and I think the temp was part of it. Not just the temperature of the Future, since that's easy to warm up, but the temperature of the compressor air blowing it.
FYI, I spray at about 15 psi from about 4-6" from the surface.