Jack,
I'm surprised you have a Snap On spray gun and a tiny compressor? Normally you need a decent sized compressor to run a spray gun. Make sure the nozzle in the gun is matched to the output of the compressor.
The paraffin gun is useful for cleaning stuff, try spraying your engine with it, it will come up nice and clean. I spray watered down Marine Clean from Frosts with one, use a stiff brush to get the stubborn bits off and then wash down with a power washer.
Spraying paint is faily easy, there are plenty of good guides on the web. Set your fan size etc by spraying some scrap cardboard etc before moving to your part/vehicle. You need to start off the part and finish off the part. Use a steady speed and maintain your distance and make a pass accross the part. Overlap the passes. Try not to put it on too thick, let it dry slightly before putting another pass on top. I always spray any sticky out bits first, make sure they are covered from all angles, then go over the whole lot with the nice steady sweeps.
http://www.diy-compressors.com/spraying-basics.htm
With a bit of practice you should find it's fairly easy to spray something without getting any runs.
Chris