Laura,
I wish you lived closer its frustating not to be more help and difficult to try to decipher the problem second hand. If you have not done this already and want to check the gauge, turn the regulator knob full CCW (its ok if it falls out), as the flow comes to a stop the gauge should move CCW an return to the "0" position, if it does not the gauge has a problem. It may be possible to repair the gauge, but more expedient for you to replace it.
Reading over this post I think it would be helpful to a lot of people if I were to write one of those "How does this work threads" that Mo and others have done such a great job with covering regulators, solenoid valves, needle valves, and the entire Co2 system. It is obvious that a fair amount of confusion exists on this topic.
Jim