Brian,
my paranoia about blowing out the seal has lead me to always un-screw the adjustment valve before I even disconnect from the cylinder. then I re-check that the knob is 'loose' before I put it on the new cylinder.
its a good habit we should all try to follow to avoid spendy mistakes.
also, keep your old regulator, or remove all the good parts from it...the seal may be blown but the adjustment knob is still good (should your new one some how get cracked), as are the solenoid, needlve valve and bubble counter. May as well hang on to those pieces in case you ever have the solenoid go bad (sometimes mine closes even when powered), or decide to build a manifold.