You should also have an isotype control sample (negative control).
The order you run your compensation controls is not important. It is simply a matter of preference.
Your sample is relatively simple. the way i would do it is the following:
1) Run the negative control. FSC and SSC are generally on a linear scale. I use dot plots. On most BD machines I'm guessing around 300 and 250 for the voltages, but really this depends on the size of your cells. On a FACScan etc, I find the FSC usually is between the two-lowest log settings (E-1 or E0), and then fine tune. Once you get the dots on screen (the idea always is to everything while using-up as much of the plot as possible), set the negative voltages for your colors.
2) Run FITC comp. (PE-FITC) If the voltages are about the same your comp will likely be around 20-30%.
3) Run the PE comp. (FITC-PE, FL-3-PE if your using propidum iodide). FITC-PE is usually about 1%
4) Run APC comp. Very little comp, if any, is needed.
Depending on your machine you may have other options for comp between the different colors, but most of the comp in your case is between FITC and PE.