I've got one of those that works just fine, I know that's sort
of unusual for a Harbor Freight air tool. I've tried using the
one that a friend has and it just hissed at me, never could
get it started. Maybe you should take it back for exchange and
hope you get a good one, I've had to do that with most stuff
I get from HF.
I've got several of their brad nailers that work about 20% of
the time, the other 80% of the time you're taking them apart
to try to figure out why they're not not working or to un-jam
them. Had the same problem with there air ratchets and
pneumatic grease guns, neither of which would start or run
when you pulled the trigger.
dg