Should I turn the propane tank all the way up on my grill?

Like the earlier answer, you put your propane tank on full open, and there should be a regulator somewhere on the gas hose between the tank and the burners . This is designed to limit the PSI of propane from the tank. Some regulators do have knobs on them that allow you to control the PSI from the regulator. See is you have one of those types, but the botom line is, the heat is controlled by the burner knobs on the front of your gas grill, you should have at least 2 controls knobs on the front of your grill, with high and low settins markings. Use that to control the level of heat. Good luck.