So the first thing I did was to open up a small round panel in the side of the laser - whatever that is for, I don't know - and feed the tube through
Next I used a split ring through a handy hole in the casing to prevent the tube from doing whatever it wanted to!
And finally I used the tip from a mechanical pencil and taped it to the end of the tube, and used cable ties to secure it
I wasn't really paying much attention but I think the gauge said it was about 20psi.
How well does it work? Too well actually. White paper is pretty much 99% soot free which I'm more than happy with. The problem is that because it removes so much heat, the cut is incredibly clean - clean to the point were you can see each little step from the movement of the laser. I solved this by reducing the pressure to about 5psi
The next step for me is to fashion a more permanent connector which will allow me to better aim the nozzle.
Not sure why the images are not working but here is the gallery :http://imgur.com/a/LEz1i