If it was used for co2, then it will be the standard CGA-320 thread which will work for any regulator.
The glass thing is a diffusor, not a reactor. Not the most effecient method, especially for larger tanks. What you are trying to avoid is co2 bubbles, since once they reach the surface they gas off to atmosphere, wasting your co2. A reactor is nice because they completely churn up all co2 bubbles.
And yeah, that Milwaukee regulator is a popular starter kit, should work fine.