If you dont know how to use a taper attachment properly, this is an excellent E Book
http://www.archive.org/details/textbookofadvanc00smituoft, lots of illustrations. There are 2 types of taper turning attachment, the simple and telescoping, with the simple, the cross slide is disconnected from the cross slide screw so it can freely move in and out, in the telescoping, there is no cross slide disconnection.
Il gives you an example of how to set up a taper attachment for a 3/4 taper per foot NPT. Roughly set up the taper attachment to the angle, then set up 2 dial indicators, one on the cross slide, another on the lathe bed. On a 3/4 inch taper per foot, your cross slide dial will move 0.03125 for every inch of travel along the lathe bed. Keep moving the carriage back and forth, altering the taper attachment angle with the fine adjustment screw, until you get a cross slide travel of 0.03125. 1 inch of travel horizontally on the dial on the lathe bed, should result in 0.03125 travel on the dial on your cross slide.
There is ALWAYS backlash in a taper attachment, and you should be wary to take up your backlash before you start a cut, or else your lathe will cut your shanks straight for an increment, and then it will begin to taper.
A good idea would be to seek out a mentor if you dont know how to use a metal lathe safely, many vocational schools offer night courses, and perhaps some crusty old codger in retirement would show you how to set up a taper attachment, eather one of these would be VERY beneficial towards your turning experience, not to mention the safety of yourself and your machine. Asking how to set up a machine on the web is not very helpful, especially to beginners.
You dont NEED alligator clips to lace a belt, In southbend book "How to run a lathe" they demonstrate alternatives, like using synthetic sinew, and skiving and cementing the belt together.
Books, mentor, night courses will all go along way to enhancing your ability to use your lathe to its full potential.
So wel recap:
If you have a simple taper turning attachment, your cross slide MUST be disconnected from the crosslide feed screw before you start using the taper attachment, your depth of cut is regulated by the compound slide, since the cross slide is disconnected.
Telescoping attachments, you do not need to disconnect the cross slide. and the cross slide is used to regulate your deph of cut.