When you refill the CO2 cylinder you get a very, very cold cylinder. I found when you connect the regulator to such a cold cylinder you have to keep retightening the nut that attaches it to the cylinder over and over. Lately I have been letting the cylinder warm up a bit before I start to use it, then I use a big wrench and tighten the nut as hard as I can. I recheck it in an hour, but rarely find I need to do it again a day later. That nut needs to be very, very tight - at least a 12" long wrench tight.
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hoppy

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