Have you got a link to the cheap butane cylinders? can't quite picture how this works.
Here is a link to the cylinders and a stove they run in. The stove is what you find for about £10 in the Supermarket, the gas is about £1 per cylinder. http://www.ebay.co.uk/itm/NEW-PORTA...521?pt=LH_DefaultDomain_3&hash=item51aaccf7f9
They just rotate into these adapters. The small adapter I linked to locks into place on the cylinder very well, the metal ones stay sealed on top of the cylinder which is great, the black plastic version doesn't, it has no valve in it so blows gas if you try and unscrew the stove from the top without removing the adapter first. These are the best type, great invention:
http://www.ebay.co.uk/itm/Hot-Camp-...=&hash=item1c36224db2&clk_rvr_id=557038888153
These are rubbish unless they have redesigned them since I bought one:
http://www.ebay.co.uk/itm/KOREA-Cam...403?pt=LH_DefaultDomain_3&hash=item3f2cc58763