I wouldn't encourage playing off site
It's dependant on your circumstances though - as long as access is controlled, all safety issues are dealt with and it's a legal location, and there is permission then you are generally ok at your own risk. You can pick up liability for anyone you let play
If its public land then its illegal, farmland is dodgy as though it would be generaly consider private it can be classed as public due to business use
A better setup then using a small cylinder for playing will be to get a fill rig, all you need is the appropriate scuba to paintball adaptor then use the scuba to refill your paintball cylinder
Start with both pre-filled and don't run down the paintball cylinder too much, keep topping it up
If you have both cylinders at 3000psi then only top up the paintball one to something like 2500psi, this will drain down the scuba pressure at a lesser rate and get you more fills
If you have a 4500psi scuba cylinder you can still fill a 3000psi cylinder to capacity but do it with caution and slowly paying close attention to the paintball cylinders pressure gauge
Keep clear of be burst disks as these will do the job of protecting you if you accidentally go too far - but you don't want you hand in front of a burst disk if it blows
Wear gloves for protection - but still avoid putting your gloved hand on a burst disk
The disadvantage of wearing gloves is you cannot feel the heat generated to remind you to slow the full
The advantage is they help protect from any high pressure air blowing around if something fails
More info with a video and the UKPSF air safety information on this thread
http://p8ntballer-forums.com/threads/refill-adapter.159313/#post-1443097