1. There should be a cap that comes with the needle valve. It compresses the tubing onto the barb.
2. Disconnect the regulator, then take the cylinder in.
3. Make sure the working pressure on the regulator is at zero, attach it to the cylinder, slowly open up the cylinder, make sure everything is attached to the regulator (airline, etc.), and slowly increase working pressure.
3a. Check for leaks.
By the way, because it isn't obvious in the pic, is there some type of sealant/tape/dope on the threads from the regulator to the needle valve? No need where there's a rubber washer, but, for example, from the regulator to that brass reducer?