The KegConnection regs have a nut on the adjustment screw...make sure that nut is as far from the reg as possible, so the screw can screw in as much as possible....My regs can hit 60 PSI, and I prefer at least 30, if not 40, for sealing kegs, (20 OFTEN doesn't seal up kegs, so I don't agree with the above postings saying "no sweat").
Also, do you have gas? If your CO2 is empty, 20 PSI may be all that's left in the tank...
Finally, if these two things don't check out, (also, shut off the gas to the keg, then try again to see if you can go higher than 20. If you have a leak in your keg or if the keg isn't fully pressurized, the reg may not go higher than 20....)...but if these things don't check out, give KegConnections a call, (apparently they respond faster to calls than emails), and I betcha they make good with you.