#1 You need a well charged battery.
#2 Pull all of the spark plugs.
#3 Open the throttle plate all the way (WOT).
#4 Pull FP fuse.
#5 Attach the gauge well. (Your gauge should "stick" and not loose pressure. It sounds like you might have a defective gauge or it is not well screwed into the spark plug hole.)
#6 Crank engine over with the key for an equal number of rotations (I usually go for the 8-10 range to ensure compression is well represented)
# 7 Do the same for each cylinder.

There are a few threads in Tech that you could read that are more comprehensive, but...the above is just the short story.

Good Luck,
Michael