Compels are used to increase the amount of story occurring, using a form of reincorporation of a player-chosen theme (i.e., an Aspect). This is often negative because we tend to tell stories where the rising action is composed of challenge and setback, but compels are not necessarily negative suggestions. Their purpose is to complicate or add nuance to the situation or to advance the action in a surprising direction. They can just as easily be positive or neutral from the character's point of view.
A space marine with the Aspect "A lover in every port", while trying to seduce someone, might be offered the obvious negative compel that a jilted lover shows up and causes drama. Equally, if that marine's trying to find contacts who can repair a beam rifle that's illegal to own locally, she might be offered a positive compel that she has a former lover on the station who brokers black-market services. Either way, if the player accepts the compel, the story has taken an interesting turn that the player is automatically invested in because it's tailor-made for their PC. That is the power of the compel, and it transcends simple negative challenges.
Of course, as referee I could just say the helpful contact is there. By offering a compel, I'm putting it in the player's hands to decide, and feeding the Fate point economy. Likely they'll take it, so the net effect is the same but I've added another Fate point to the economy. I don't mind being generous with opportunities for giving Fate points, and by being so I also fund their ability to turn down "positive" compels, increasing their story control (and therefore, investment). Do it enough, and the few times that they want to turn down the positive compel (and so have to pay for it) are more than made up for by the extra "free" Fate points they've been getting, taking care of the potential for it feeling unfair when they reject it. As a general rule in Fate, anything that increases the number of Fate points moving around (not just being given to the players, but also given and spent) is likely a good thing for the game.
One thing I like about the text of Diaspora is that it belabours the ways in which Fate can put the power into the players' hands (and, not-so-sneakily, take some load off the referee). One of the specific ways it does this is to point out that players can ask for compels. Hence, even a negative compel, when asked for, can be a positive thing as far as the player is concerned.
When you pay to propose a compel, the point you paid returns to the GM's infinite pool of fate points.
The proposed compel is then negotiated with the target of the compel.
Once the compel is agreed, a fate point is paid from the infinite pool of fate points to the target player.
If the target player rejects the compel, their fate point is also paid to the infinite pool of fate points.
If this were not the rule, you would be able to propose compels risk-free to drain other people's fate points.
Fred Hicks, the publisher and one of the main developers of Fate Core, agrees with this interpretation (in a comment to a now deleted answer):
The GM always runs the compel; FPs spent and gained go into or come out from the GM's infinite pool for compels. The proposer never gets a payout.
This has now been added as a clarification on the Fate SRD.
Best Answer
The specifics are going to depend on your implementation of Fate, but in Standard Fate (and Fate Core), when you Create an Advantage (or create a temporary aspect), you get a free invocation. I'm going to quote the rule from Fate Core:
Via Jadasc, I checked Rob Donoghue's excellent post on Hard vs. Soft Tags. There's also a tangential reference to Out of Ammo on the Fate SRD. With this info, and a discussion on G+ to frame it, the following example comes to light.
When you put Out of Ammo on the target using the Create an Advantage move, the target is now out of ammo. There's no need for invocation, the aspect existing makes that a fact. (Nor, IMO, is there a need for a compel... you could compel the implicit Using a Gun aspect for a fate point to make it run dry instead of using Create Advantage to make the Out of Ammo aspect. But you specifically proposed using Create Advantage here.)
The target now needs to remove Out of Ammo and, if he's reasonably equipped with a spare clip, that would be an automatic action. Reloading, after all, is easy. It looks like your Create Advantage didn't do you any good...
It's THEN that the Out of Ammo could be free-invoked, to create a Fair (+2) difficulty where otherwise no difficulty would have existed. Now to reload, the target must do an Overcome.
Alternately, if reloading would already be difficult for some reason (say the gun in question is a revolver or we've already established that the target has no spare clips just loose rounds), so an Overcome against a difficulty was already going to be necessary. The free invocation could be used to make it 2 points more difficult.
You could use the free invocation as a bonus to your next defense claiming that the effort to reload cost him time.
There is also another alternative for creating the aspect that is overlooked. If a roll is missed, that doesn't necessarily mean failure. A failed roll can mean success with a cost, so you can also suggest the temporary aspect as a cost of success.
If a character has an aspect that relates to the limited ammunition in his weapon, then that could be tagged in order to make the character run out of ammunition. In that case, the exchange of fate points would occur as normal.
TL;DR - for your particular case, no invocation is required, the target is Out of Ammo. No Fate points are exchanged. He also doesn't get a fate point each turn he is Out of Ammo, though if anyone does compel the aspect while it exists for another effect that is not a Free Invocation, the Fate point exchange occurs as normal.