It takes away any possibility of the paint you spray on interacting ( read bubbling,crinkling,other interesting " artsy" effects).... with the paint already on the car....
It is just one of those rules which I read about a long time ago and felt was worth the extra cost and trouble to be safe....
Your best bet is to contact whomever you are going to buy your paint from and USE THEIR STUFF (and advise ) FROM START TO FINISH..... usually the same brand name... that way if something goes wrong you can get help from the local Factory Rep....

http://1a-automotive-paint.com/
"Sealer" a non-sanding product that is applied prior to painting.

This is a good representative page for instructions...
http://www.jonespg.com/Auto_Paint/dupont_auto_paint.html
I used to use the Centari..