When I fill my air tank with air, when I unscrew it all of the air leaves. Am I missing a piece or can someone explain to me how to get this working.
Your hose is the screw on type. It mostly likely loses air the whole time you are unscrewing the hose from the valve. What you really need is a different pump hose with a clamp on type pump head. Like the kind most bike pumps have.
Connect your valve stem to your Shut-off Valve Fitting and then to your air tank, if it does not leak then it might be a problem with your valve stem.
I had this same problem. I found that there was a leak somewhere