Martys, the residual pressure in the compressor is probably the problem. The internal compression will prevent the compressor from starting unless you first release it. Most compressors have a purge valve or screw in the hose fitting. If your compressor doesn't have one, you can
1) Buy a brass T fitting at your local hardware store and a bolt or fitting for the top threaded hole. Release the pressure before starting the compressor, then tighten the bolt down finger tight after the compressor gets going,
or
2) Buy a similar unit for your compressor from most any store that sells compressors,
or
3) (Least advisable but ok in a pinch) Before attaching your color-cup or siphon jar to the gun, depress the trigger on your gun (opening it for air flow) while starting the compressor, then, once the compressor is up and humming, release the trigger, afix your color source and spray away.
Hope this helps.
Glenn