The cylinders have to be at teh right angle to put on. Go to the back of the grill and put it on that way, much easier than doing it from the front leaning over.
We stopped carrying ours camping and use it on our back deck. I bought the hose and hooked it up to a 20lb propane tank. Either my wife or I forgot to turn off the propane tank once and one day we came home to what we thought was someones backed up septic tank. Checked ours and it was fine. Then went to the deck and it got stronger. realized it was coming from the grill. Turned off the tank as I thought it was leaking. Upon further inspection there was a gnawed hole in the hose. I had seen some squirrels on the deck before that. Threw the hose out and went back to the small tanks. Don't use the grill very often maybe go through a couple tanks a year. We have big green egg that we use more often.