Connect the regulator to your tank with either the wrench that came with the regulator, or a large crescent wrench of your own...make sure that the flat washer (which should have come with the tank) is in place before you screw the regulator nut onto the tank....Don't use a washer if your regulator is made by Taprite...the regulator itself will have a sticker warning you not to use a washer...
(Since I was installing the entire assembly underneath the kitchen sink, I chose to attach the regulator horizontally rather than vertically.)