To be honest I would start with out using the overlays, in my opinion if this is your first time with compression wave analysis then you will have a long road ahead of you... you don't actually need the overlays at all, but must admit they do look good for explanation purposes..
As robski has said they are available in the picogroup area, although I am sure there are other overlays about, also if your going to go deep deep deep in to this technique then the picogroup is a good place to be for this kind of stuff....
Let me know when your head hurts from your compression wave form analysis... been there got the cap and T -Shirt and still taking the medication....
Get some captures done and post them up, they always make a good discussion..
the autonerdz program (thanks rod maher!) is a great, but if you just need some overlays there are some available for use with microsoft powerpoint available at the bottom of the page here: http://www.driveabilityguys.com/Software.html
there are also some on iatn.net if you are a member. search for tom clozza in either the forums or possibly in the waveform database.