Thanks for all the replies!
I didn't buy it locally, I bought it online.
"What kind of jam are you seeing, FTF, FTE?"
I don't know what these abbreviations mean. The casings usually get caught in the metal sticking out from the barrel opening inside the gun. Sometimes they don't eject at all, they just sit in the barrel. I am using the bargain 1 1/8 oz shot though, I'll have to try something else. I am currently using the 5rd mag that came with the gun (the original manufacturers mag), though I want to get a couple 10rd mags.
Thanks for telling me how to remove the gas regulator C