ATF works fine. BUT, keep in mind, it's not a really good thing to mix the fluids. Also, ATF wears out all the rubber parts at an accelerated rate. Seals, and hoses will start to leak quicker with ATF in the system.
...and for anybody that cares, NEVER use ATF in a Ford's P/S system. It'll work, but it'll whine like the above mentioned two year old.
Another thing, Mike was dead on about the priming of the pump. After you turn it lock to lock a few times, check the fluid level and add as needed. DO NOT start the car until all of the air is out of the system. P/S fluid has to sit a loooong time once it's airated for all the bubbles to work out.