1st time pool open -- Filter air flow cap leaks!

I am a newbie and for the first time, my wife and I decided to open up the pool (b/c we just changed the liner and the cover was already removed).

We followed all the instructions and tips and got to the point where we were starting the pump.

We have a Hayward Pro Series High Rate Sand Filter S244S. The instructions say we should not close the manual air cap on top until there all the air and air/water mixture got out, and until there is a "steady stream of water". So we just followed the instructions.

When we saw only water came out (no more air flow), we tried to tighten the air cap. However, water kept on leaking in two jet streams. It wouldn't stop after a few minutes and just turned off the pump. I tried to tighten it as much as possible by hand but couldn't stop the water.

We repeated the process (loosen it up; turn on pump; let all air and air/water got out first; until there was only water stream; tighten it). No luck - water kept on squirting out.

Could one of the forum experts help? Thank you!