Actually, here's how to do it properly.
1. Hook up the regulator to the tank
2. With the appliance valve closed, open the tank vavle slowly.
3. Now open the appliance valve and ignite the burner.
4. To shut down, cloese the tank valve first (this will seem counter intuitive but it's the right way to do it)
5. Lastly, close the appliance valve.
Repeat the same procedure next time. Should you encounter the problem again, close the tank valve and open the appliance valve to equalize the pressure, then begin once again from step one.
There are two safety features built in to the common regulators. One is the overfill protection device inside the tank (I think it also functions as s tip over shut off, but I'm not certain if that was the intent of the design or simply incidental to it). The second safety feature is built into the regulator/connector and is designed to restrict the gas flow in the event of a ruptured or cut gas line. Some gas will often continue to flow, but at a greatly reduced rate. This feature is sometimes referrred to as a an anti-surge valve or surge protection device. Not all connectors/regulators have this feature, but most of the common ones we use do. The ones that do not are colored green and are designed for high flow demand appliances. The common ones are colored black. I am not an expert on this stuff, so as usual, YMMV and proceed at your own peril. Just what I have picked up on over the years. Hope it is of some help. The problems will typically vanish if you adhere to the above. Been there as they say.