hmmm that sounds like the airbrush... what type of airbrush is it? if it is an Aztek then you need to tighten the nozzle with that little wrench perhaps.. if not an anztek then it may be the needle isn't seated againt the nozzle..
I would look on the Testors site for an adaptor for it... I know they have one to adapt the Aztek brushes to a 1/4" male connector to connect to a regular compressor, they should have one to go the opposite way!