If you are just getting into kegging, buy a decent 5# or 10# cylinder with regulator. You will be able to do WAY more things with a cylinder than you will with a BB gun cartridge.
Buy the cylinder USED! You can go to any gas supply store and simply exchange your cylinder with a full one for $15 or so. DO NOT BUY NEW...many places do not fill cylinders and exchange only...would suck to pay tons of money for a polished aluminum cylinder (yeah, they look good) only to exchange it with a crap looking steel one! And, cylinders have a life cycle.
Plus, if you bring a bottle or two of homebrew, you can talk the counter guy into picking out the cleanest looking exchange they have in the shop...maybe even a polished aluminum one!!!