Alan,
Consider that many, many of us HSM'ers dont use cutting fluid - even my highly skilled machinist friend, who has flow cooling on one lathe and a mister on his mill, seldom uses them. As dalee says, there are several alternates to the mess of coolant. Get several of those little 'drip' plastic bottles and keep kerosene, WD40, cutting oil. and anything else along that line and keep them near the mill and lathe. Definitely get some set-up to keep a good cutting oil in a container with a small brush (acid brushes over here..) to dab on the part youre working on. As he said Aluminum has different needs ... and stainless ... and brass ... you prolly oughta do a bit of research as to whats what. Basically for steel, a good cutting oil applied with the brush covers all my needs at the lathe (sulphur based if you can get it)