Gas bottles in Spain are a regulated item.
If the requirement is for a supply for a domestic property such as for a gas hob/oven/heating, the initial supply can only be provided by an approved authority and the installation must be checked by a representative from the suppling company to ensure that ventilation and safety requirements are met.
Repsol and Campsa are the main suppliers and have appointed installation agents. Check Spanish Yellow pages for your location.
It is not generally possible to legally purchase a gas bottle unless you have an empty one to trade in.
If it's for a gas barbecue outside then the best bet is to check around local car boot sales for an empty bottle and then take this to a Repsol or Campsa garage and buy a full bottle from them.
You are correct in your assumption that a different regulator is required; these can be purchased from many Hardware stores or AKI or Brico along with gas piping.
Hope this helps