Well, they will continue to get my business. The call went well and my shipping was refunded. After some discussion, I was able to understand that I could, now that I had the proper parts, change them out. I asked the technician to note on my account that if I broke the regulator, they'd make it right.
I did that this afternoon and I am officially in business. The Kolsch is in the keg and carbonating! Yay!