Hi Wong,
You mentioned that the leadscrew handwheel was hard to turn, though it turned easily with the half-nuts disengaged.
With the half nuts disengaged, can you move the carriage easily with the handwheel on the apron? If not, I can think of two reasons:
1. Looking at the picture of the cross slide dial in the right-hand column half way down this page,
http://thehobbyistmachineshop.com/shop23.html , there are three black Allen bolts going down through the carriage. Only two will be needed to hold the apron in place, so the third (one of the two on the left) is probably a carriage lock. It may have been tightened up to lock the carriage before the lathe was shipped, so check that it is not still tight.
2. The gibs on the carriage need loosening up a bit.
If you can run the carriage along easily with the apron handwheel, it is possible that the half nuts are not properly aligned to the leadscrew. In that case, the leadscrew handwheel should be easier to turn when the carriage is mid-way along the bed than when it is at either end. Midway, the leadscrew can bend to accommodate the misalignment, but near the ends it can't bend so easily. Put the carriage mid-way, and watch the leadscrew for any horizontal or vertical deflection as you engage the half nuts. If the deflection is horizontal, there's sometimes a bit of wriggle room on the two Allen bolts which hold the apron in place. Move the carriage to one end or the other, loosen the bolts, apply the half nuts and then tighten the bolts up again. If the leadscrew deflects vertically, a fix may be more complicated.
Andy
Edit: The author in the link I gave above says "Every axis has a lock". Could it be that the cross-slide and compound were also locked up for shipping?