[Squeeky]

I have a question on adjusting psi. Originally in order to adjust my pressure I would just turn the screw in my regulator clockwise or counter clockwise. I've been told by a local store that I'm required to shut off the co2, bleed the co2 by pulling the pin on coupler. Adjust on regulator and then open valve again. Are all these steps required?

Thanks
Squeeky