[tschmidlin]

Or it could be that the gas leaks slowly around the fitting when the gas line is connected.  CO2 will certainly dissolve in sanitizer, but it won't ALL go into solution and leave you with a reading of 0 psi. 

I'd start with higher pressure, in case the gauge is just not accurate at very low pressures.  Put it up to 30 psi before you turn off the gas, if it drops to 0 then you have a leak.

[oscarvan]

Good point. I'm getting closer to kegging my first batch so as it stands, any loss was minimal and I may just ignore it.

Now to force or to sugar.... That's the real question. Right now I'm leaning toward forcing just to get SOMETHING going. I'll be more patient with the next batch..  I promise, really.