Turning extremely small parts on a lathe of that style will be difficult as they have a good bit of runout on them, anywhere between .005"-.020" (.1-.5mm). Plus there is some slop in the tool cross-slide and carriage. Thats probably why you are having a difficult time turning a diameter less that 1mm.
What tools are you using? Can you get a picture. That may be your problem with turning aluminum. I turn mostly aluminum, and a few brass bits here and there. The Acu-Stion parts look to be aluminum, which is what most aftermarket accesories are.
EDIT: To fix the slop and runout read up on that site I linked you to. The lathe you purchased is one of many often reffered to as a kit lathe because they require a complete rebuild to be accurate.