Thanks, everyone. I finally fired everything up and had a little problem. I had thought I had set the regulator very low, but my dumb *** didn't look at the knob, so I had it turned all the way UP.
Air started to come out of the airbrush body itself. It didn't go on for very long and I didn't have a nozzle in, so that may have helped, but I wonder if I damaged anything? Like an internal seal or something?
I turned down the pressure and everything worked fine, but I'm just wondering. Next time I'll pay more attention. thanks.