Make sure the regulator is securely attached to the gas cylinder with a CO2 gasket.
Close the shut-off valve on output port of the regulator.
Open the valve on the gas cylinder all the way.
Turn the regulator adjustment, screw clockwise until the desired pressure is shown on the output pressure gauge.
Open the shut-off valve on output port of the regulator, you will hear the hiss of gas entering the keg, you may see a drop in pressure at this time; if so, adjust accordingly.