Yes, I remember inserting that piece.
Did you purchase your 2nd stages separate from your 1st stage?
If so, there is a chance the cracking pressure of the 2nd stages is not adjusted to the intermediate pressure of the 1st stage...there is also the chance the intermediate pressure of the 1st stage is not set to the proper range....these are things that a shop should/will check before a new reg set goes out the door.
If the 2nd stage cracking pressure is set too high then they will be harder to breath than they need to be. If it is set too low it may freeflow.
A simple $10-$20 IP gauge will indicate the 1st stage IP....if you share what 1st stage you have it will possible for readers to advise the proper IP range, and perhaps point you to a resource for how to set it properly if it is not within the recommended range.
Adjusting the 2nd stage cracking pressure is not difficult but is involved.
These are part of the concerns that
@rick00001967 was expressing in his post.
Unless you have some reassurance that your regs are set up correctly, and in this instance I am not referring to the hoses being connected, it would be unwise to assume that they are good to go.
I am not questioning your competence, but your initial question about your SPG would lead one to believe that you do not have experience in testing and adjusting regulators. That is ok. Just be smart so that you are not putting yourself in danger. If you have any doubts about what to do, ask some more questions, do some more research, and/or take your reg set to a shop to have them check it over.
-Z