You need a propane regulator like this
http://www.google.com/products/catal...518&sa=title#p
check craigslist for an acetylene regulator, they are the same thing.
Flashback arrestors- You definitely need a propane one, and depending on your concentrators pressure, one for it too. Sometimes concentrators cant put out enough pressure to break the internal valve. They are cheap protection for a big investment.
Piping- there is a tutorial on here about it, but I cant find it. Somebody else will.