Take the primer slide (the curved black plastic thing) out of the press and take it apart. Get some dry graphite lube and a couple of q-tips. Load up the q-tip with the lube and rub the powder into the part where the primers slide through. Work the lube into the plastic as much as you can. Tap out the excess and reassemble. This will make the primers slide through a little easier. Next, don't use Winchester primers. The old style with the nickel plating worked, the new brass looking ones don't. I switched to Remington primers and had no problems.
Also, get real familiar with how to take the auto-index mechanism apart and reassemble and adjust it. Once or twice a year (depending on how many rounds you load) take it apart, clean it, and lube it VERY lightly. Bits of powder and dust get into the mechanism and cause occasional problems. A little preventive maintenance goes a long way.
Next, invest in both the case and lead feeders. They are well worth the money.
Last, take it slow at first. Get used to the process and enjoy shooting ammo that you've loaded yourself.