usual causes of this are
- worn macroline, pull it out and check the end is in good condition and cut straight across (check both ends), if it is not straight it will not seal, replace the macroline if needed. you may find you get a better seal if you put the macroline into the reg end first then the oops end and before gassing it up give it a good wiggle so that it is seated. if the macroline is too short ie: it has been trimmed a couple of times then it will not seal properly and should be replaced. when you look at the fitting with the hose in it the collar should be flat not pulled to one side, if it is pulled over to one side then that is a sign the macroline is too short.
- look inside the end of the fitting, behind the collar you will see an oring, if that has a nick in it then it will need replacing, it is a #010 nbr 70 and should i think be in the spares kit that came with your gun. pull the collar out carefully with a pair of pliers and replace the oring (you will need a pick to get the old one out), grease it very lightly before you put the new one in, just enough so that the oring is shiney not big globs of grease. the collar will push back in and lock into place.
- collar is damaged - you will need a new collar and fitting if this is the case. do not gas up with a damaged collar.