its fine, you would have to do somthing really silly to mess it up, and the only thing that would go wrong would be putting liquid co2 into your gun, which then probably would go boom
No it won't go Boom! The only thing you could possibly get wrong is if you failed to mark the side of the valve to show which way up the tank was supposed to go, or didn't get the right fixing point so that the tube was upright when the tank was properly screwed on.