I have the PromoLife generator as well and it works fine. The regulator that you have in the link is not a low-flow pediatric and doesn't have the barb connection on it. You really want those lower 1/8, 1/16, etc. flow rates. There's no problem with buying this online.
I bought an empty tank on ebay and had no trouble exchanging it for a full tank at the local welding shop. I even said that I'm a hoppyist who likes to do metal artwork projects just to sound legit. I had no problems and have been to that shop for refills a few times already.