I would use a corser sand paper to rough up the moulding - it'll help the primer stick.
Then, sand the primer as smooth as you can (I went all the way up to 380 i think) before applying the paint.
Something to note is that the paint tends to stick better on freshly sanded primer from my experience (I'm guessing it has something to do with oxidisation of the surface) so don't leave too long between prepping the primed surface and spraying the paint.