I just used a Mighty-Mite type vacuum pump on the stop valve. Just a few pumps is enough (~10" vacuum?). That lets you test the stop valve at the same time.

I also have the Harbor Freight Diesel Compression set (~$20), and it works fine. You probably aren't latching the coupler right. It is just a standard air-tool quick-connect. Insure you push it in fully and pull the collar forward, if the spring doesn't.