When connecting your gas cylinders, always perform a leak test of the gas connections and lines with a soapy water solution. Turn the gas bottle on without lighting the barbecue and check for bubbles.
You can refer to your product manual for further details on how to do this. If you do not have a printed copy of the product manual, search for your product in the Product Information section of this website, and download an online version.
If the leak persists, contact your local store of purchase for assistance or replacement.