Thanks for the great link Downtheroad!
I found this out last winter. Had a tank filled at a campground (two guys doing it together - always a problem). When I hooked it back up I could not open the valve. They took it to their shop and tried to open it, finally took it to a real propane dealer nearby and were told the valve was jammed open!
They had not closed it after filling (both thought "the other guy" did it!) and as a result we jammed the valve trying to open it more. The propane dealer said to hook it up and use the propane then see if the valve could be closed.
Of course I was hundreds of miles away when it was empty and ended up having to replace the valve out of my own pocket a month later! Never knew that no gas would flow through an open but unconnected valve.
On edit: regarding that pigtail, I picked up a spring like semis use on glad-hands at a truck stop and use that to hang my pigtail under the front of the fiver.