Okay BK here's the story - what has likely happened is that someone opened the regulator all the way and then opened the Co2 - blowing the gauge.
The Milwaukee is made to have the screw handle all the way off when attaching the Co2 tank and opening the Co2 tank valve. Then the screw handle is slowly screwed on to release the Co2 into the regulator.
This is exactly the opposite of a garden hose, for example. All the way tightened down on the garden hose (righty - tighty) is closed; whereas, all the way down on the Milwaukee is wide open. If this happens and the Co2 tank is opened, the gauge blows.
Bad O-ring also - looks like this reg is going back!