When you say gas is spraying out do you mean gas vapour or liquid?
If it is vapour then you are OK, a bit usually leaks out as the valve is screwed into place, do it as quickly as you can to minimise the amount
and don't over tighten the valve as it is sealed with a rubber O ring or washer which doesn't need much pressure to make a gas tight seal, over tightening may damage the threads or seal.
If you are getting liquid gas from the bottle (not good) you must be holding the gas bottle at an angle, just have the bottle level and screw the valve not the bottle.
Either way let the gas leak clear before lighting the stove for obvious reasons.
If unsure get it checked out at a dealer I'm sure they will gladly sell you a new valve
regards Rob
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