the one you saw on the sales floor was setup wrong.
the spring definitely goes between the air 'plate' and the burner air orifice. all it does is provide enough tension so the air plate can't freely spin around while the burner is in use.
I have two turkey fryers, one is the next step up from yours (KAB5) and this is how the instructions have you install that spring.
Primary: English Mild
On tap: Pale Ale, Lancelot's Wheat, English Brown Ale, Steam Beer, HoovNuts IPA
Bottled: MOAM, Braggot, Raspberry Melomel, Merlot, Apfelwein, Pyment, Sweet mead, Cabernet
Gal in 2009: 27, Gal in 2010: 34, Gal in 2011: 13, Gal in 2012: 10