Thank you for contacting ManageMyLife.com. I'm sorry to hear of the lighting issue on the grill, I know how frustrating that can be, especially with today being the 4th of July and one of the most grilled on days.
You are not doing anything wrong, it sounds like an issue with the grill itself:
Since the grill will light, there is fuel getting through but it seems like the volume of fuel is too low to maintain a flame. That indicates a supply or delivery problem.
First check that your tank is full enough. If you have another unit that hooks to a tank, try this bottle on it to be sure or try another bottle on your grill.
Next, this model is intended to light with the tank valve set at ¼ to ½ turn open only and with only the left control knob open and only in the
If the tank valve was opened too far the regulator might jam and you may need to purge the system and reset the regulator per the owner’s manual instructions. You should take those steps each time a new tank is attached.
If there is still no improvement in the gas flow you may have a damaged regulator that needs to be replaced.
If you have any further questions or inquiries, please don't hesitate to ask. Thank you for using ManageMyLife.com.