Once in a while, you run across a regulator that does not like the somewhat more sudden whosh of pressure it gets from an OPD-equipped cylinder and shuts down. The work-around is to connect the cylinder, then very slowly make that first half-turn of the valve on the cylinder, allowing pressure to build up against the regulator more slowly.
Try it in the morning before you run out to purchase a new regulator. If it works, great. If not, then, well, no money and very little time spent, and you go buy the new regulator.