Take your reg apart and make sure there is not burrs or debris inside. Be sure to reassemble it in the order shown in the pic below. When reassembled, start with the HPR screw turned in with about 3 threads showing. The bottom section of the reg must be screwed all the way into the upper portion or the orings may be exposed to the threading. Also, make sure your tank reg is not overpressurizing the gun. Maybe try another tank at first to be sure.
Hope this helps!