Will not stay lit,I have a new gas tank and it light the first burner but will not light others and will not stay lit

Either the temperature probe (at the pilot light) that signals the gas valve to open is defective or the gas valve is.

Make sure thermocouple tip is seated inside the burner flame.
Make sure thermocouple is not overtightened. Finger-tight + 1/4 turn.
If the pilot lights, then ECO energy cut off is not tripped, but gas control valve might be bad.
Check color of pilot flame: it should be strong and clear blue.
If pilot flame is weak, or color of flame is yellow-orange: Clean pilot orifice and burner and combustion parts on yearly basis.
Clean air intake screen if applicable.
Increase air supply to water heater. Open a window and see what happens.
Check for adequate draft going up chimney using match under vent hood to see if smoke drafts immediately upwards.
Bleed air out of gas line.
Check gas pressure.

Open following links for troubleshoot resources:
http://waterheatertimer.org/pdf/Pilot-light-will-not-stay-lit.pdf
http://waterheatertimer.org/pdf/Pilot-outage-troubleshooting.pdf
http://waterheatertimer.org/pdf/Vent-spillage-test-atmospheric-gas-water-heater.pdf
http://waterheatertimer.org/How-to-install-gas-water-heater.html#troubleshoot

Check that the fourth burner tube is set properly into the unit. Then turn all burners off, turn off the natural gas supply or remove the LP tank. turn all the burners on (don't try to light) wait a couple seconds turn all burners off. reconnect gas source. turn on gas, open burners fully and try to light.

It could be a number of problems. The burners you installed may not have the air adjustment set properly. Each venturi tube has a opening for air at the gas valve orifice. Change the setting and see if it helps. It's also possible, but not likely, that the tank you got wasn't purged properly if it was new. Another possibility is the excess flow valve in your gas hose is checking and only allowing a trickle of gas to come thru. Close the tank valve, wait a minute and then open the tank valve slowly and try lighting it again. Hope that helps!

The new style OPD valves have a small brass ring located in the female fitting on the LP tank. Over time this ring can work loose and then it does not allow the male fitting to fully depress the OPD valve thus reducing your gas flow
Using a small flat bladed screw driver tighten the small brass ring This should solve your problem
IF not you might want to remove the cap (white) on your regulator and try slowly adjusting the regulator, make small adjustments and try the BBQ My Weber if I set the front and back burners to MED I get right at 350 degrees in 60 degree outdoor temps. Adjusting the regulator will take some time to get it right but If it is not your tank it is most likely your regulator out of adjustment

How are you turning the grill on and off? It sounds like a vapor-lock. Try this: first unhook the regulator and crack the valve on the tank open...if you hear and smell gas coming out, good, close the valve and re-connect the regulator then open the gas valve then turn the burner on and light it...then shut it off by closing the tank valve first and let the burners go out then turn off your burner valves...try that and let me know what happens.

it sounds like it is a natural gas grill instead of propane change out your orifices

These new tanks have a safety device installed in them . If you open the valve quickly or tip the jug the damn thang won't work. Take the tank loose, open all the grill valves and close all valves. Reconnect the tank and SLOWLY open the valve a hair. Light the burners. No need to open the valve all the way. if you do the dumb safety will plug the jug.

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The gas burner needs to be scrubed to open the holes again. The transfer bar that lights the outside burners needs to be cleaned also. Make sure the tank is not cold and there is plenty of gas. Make sure the valve is all the way open on the tank. Its not a regulator problem if one of the burner lights and the others don't. Usually if you barbacue a lot the sauce drips down an creats crud on the burners. Just use a wire brush on the burners. You may have to take them out to scrub them good.

lhs burner - problem is probably thermo-couple. this is a safety device which prevents gas escape if flame blows out. rhs burner - you do not say if it can be lit by a match. if so then it is a problem with the electrode or the wire to it chaffed thro. if can't be lit by a match, then a problem with the gas valve which is unusual not a diy fix unless you are experienced