The valve should be threaded onto a 1/4" nipple that is threaded into the tank... at least mine was. When I tried to remove the valve, the nipple broke off in the tank. I used a drill to remove the broken nipple and replaced it with a new one I got at the local hardware store in the plumbing section. Not much can go wrong with the valve, so the nipple is probably your problem.

Good luck, George.