What kind of a stove? A camp stove like...
http://www.amazon.com/Coleman-200002094 ... camp+stove...which is made to be used with the 1 pound cylinders (or other size cylinders with proper hoses.)
Or something different like a cook top that can be found in most RV's....
http://www.amazon.com/Atwood-56494-Stai ... auto_img_y commonly called a dropin cook top
Then, what type of regulator do you presently have???
I am guessing you are using a camp stove like the Coleman above and have the propane coming through a regulator like this....
http://www.amazon.com/Camco-59333-Horiz ... +regulatorIf that is correct that is the problem. That type of regulator supplies low pressure that will not provide anywhere near enough pressure to use with a camp stove or camp lantern that was designed for use with 1 lb. cylinders (high pressure propane).
More when we confirm what you have.... cylinder (tank) type, regulator type, stove and other propane devices you want to use.