Left Grill Knobs ON and LP Tank Valve OFF-Why did it mess up the tank where valve screws in?
The 2 parts to the question are unrelated.  The valve on the top of the tank will allow gas to flow to the grill when open.  The burner valves allow the gas to continue on to the burner(s) when open.  All the valves do is let the gas go by when open.  When you replace the tank YOU are making the connection from the tank to the hose which feeds the grille.  If gas leaks from that connection you have incorrectly made the connection.  It's likely you have improperly aligned the two pieces and believed that the connection was tight when it actually could not go any farther.  The grille instructions should say to check for leaks after changing the tank.  You can do this by mixing dish soap and water and applying with a brush or rag on the fittings with the valve open and the burners closed.  If there is a leak you will see bubbles form.  Then close the tank and fix the connection.  If you get stuck take pictures with your phone and show your propane people and they should be able to guide you.  PROPANE IS AN EXPLOSIVE GAS.  Keep the tank valve closed (turned clockwise all the way down) when not in use and if you're not sure what you are doing, DON'T!