Margaret,

CO2  regulators have a flat flange seal between the nut and the tank, not a "bullet nose" metal-to-metal seal as many other gases do, so they need a "gasket"  (the washer) between the flanges to effect a seal.

Try this:     dab a little bit of glue stick to a couple of small spots on the washer and stick it to the inside of the nut.   One advantage is that if this proves undesirable, the glue stick can be washed off with water.

Your gas supplier might be able to provide you with a few extra washers for your CO2 tanks if you ask.   CO2 tanks are (were -  1993 last I did this) supposed to come with a fiber washer, but too often they get lost or forgotten.  Save the washers you do get to build up a small supply of them for when a tank comes in sans washer or you mysteriously lose one.

And many hardware stores have a "nut and bolt" department that will also offer  a wide range of mongrel washers - possibly including a close match to the fiber washers your CO2 tanks need.    Stay with fiber washers if you do this.   Rubber or plastic washers will stretch under the CO2 pressure inside the fitting (or cryogenically crack if you are dispensing liquid CO2)  and leak.

Good luck.

Michael Ahler