The cylinder has it's own valve, you can remove and replace it under pressure with no problems. One tip I do have, make sure it's cocked (no pressure against the valve poppet) before you attach the new cylinder, or all the air will escape before you get it screwed all the way on the gun! I know from experience. If it's cocked (ensure it's empty with nothing in the breech or barrel) that receives the pressure from the valve poppet stem and the valve will seal as the new [full] air cylinder is screwed on. If it's not cocked, the hammer is resting against the valve poppet stem and is enough to hold it open which allows all the air in the cylinder to leak out as it's being screwed on. Those cylinder aren't very big, so the air goes out pretty fast! I have 2 cylinders and swap them pretty often when shooting, it doubles my shot count between fills! They can also be filled off the pistol.
