Gauge showing wrong pressure inside keg

[LilBstrd]

Hi everyone. For starters, I know that probably I'm asking something really dumb, but the thing is that I was carbonating with a standard regulator, with no relief valve, etc, but it showed me the real pressure inside the keg. Now, imI using one from Micro matic, and the pressure is the one I set with the knob, but if I simply connect it to the keg, I have no pressure from it (with the check valve out of it), what am I doing wrong??

Thanks in advance, and sorry for my bad writing.
Cheers.