The following info was taken from: http://www.carsuperchargers.com/faq.asp?Tell=1&FAQCat=General
Use it at your own risk, but until we get some definitive information from the Manufacturer it's the best I can come up with.

How often should I service the Whipple and Kenne Bell Supercharger? Answer: You should check the oil in the Whipple or Kenne Bell compressor every 3,000-4,000 miles, and you should change the oil every 12,000-15,000 miles.

What kind of oil is required for the Whipple or Kenne Bell Supercharger? Answer: The Whipple and the Kenne Bell supercharger requires any 5w/50 grade synthetic motor oil. See oil fill chart below

Do you need to break in a supercharger? Answer: You do not need to break in a supercharger. When you break in parts, it's mainly because the parts need to seat into their existing place. With a supercharger, there are no internal parts that need to be seated, so no break in time is required.

Link Cold Start Tips  (from Jeremy at Flyin Miata).