It's a standard thread (lefty loosey, righty tighty).
If they get over torqued and then develop some salt encrustation, corrosion, etc, they can be a real bear to get loose.
You basically need to clamp it in a padded vise with a first stage tool (or in a pinch, a used threaded CO2 cartridge - do not use a full one - that is very dangerous) screwed into one of the LP ports to keep the first stage from turning. Then you need to just unscrew the yoke nut. A yoke nut socket is preferred as it spreads the load over 6 flats on the nut rather than just 2. If you use a wrench you need to use a large one with long enough jaws to fully engage the flats. That means a 12 to 15 inch cresent wrench.
Light taps on the wrench or breaker bar and socket can help loosen things, but go easy as you do not want to damage anything. Soaking in hot water or an ultrasound bath can also help loosen any corroision present.
Unless you already have a vice, very large adjustabel wrench or yoke nut socket and breaker bar, it's cheaper to have the conversion done by a shop.