MoM, depending on your stove model, there may or may not be an air
shutter to adjust as Art said but there is nearly always a regulator
change and an orifice ("jet") change to be made. The properties of
propane are much different than natural gas: propane is denser and has
a higher energy content than natural gas per volume. That means
propane is delivered to the stove at a higher pressure and squirted
through a smaller hole (the orifice/jet). The regulator change fixes
the pressure, the replacement orifice changes the hole. Chances are,
your regulator was not "faulty" but never was properly converted to
propane use. It sounds as if you still don't have the right orifice -
too big a hole means too much gas being delivered (a "rich" fuel/air
mixture) and would account for your soot. Tell your store they need to
come out and finish the job. It's tough to say if you should trust
them, though - they sound seriously incompetent.