If you don't turn the tanks closed, you'll get air inside. What will happen, is that when you go to turn it on, you'll have a VERY low flame with no torque. It won't turn on high, and you'll think it's empty. The guy at the propane shop is gonna have to release the air, and top it off. It happened to me once. Thought I was gonna have to spend $14 filling it up, but it only took $3