Yes, snooper is right, you walk in with some ID, fill in the rental agreement and take away a full cylinder.
No money necessary, it's all taken from your bank account.
The amount they take on the first payment is scary enough!
Barry, how much welding are you planning on doing? If you're a low user then it's worth looking at non-rental suppliers.
You fill in an agreement which basically says who you are, where you live, what gases you want and how many cylinders you'll be holding.
You take the cylinder(s) away there and then and sometime soon your bank account gets debited for the cylinder you've taken plus the first month's rental.
Take a look at the gas suppliers sticky I've compiled, you'll find it at the top of this section.
Its a credit account, payable by direct debit, on the 25th of the month, following the month you have the gas, rental is best paid in advance,its a bit cheaper, once you have an account you can also use it to buy consumables equipment etc, up to whatever credit limit they give you. If you pay up front for the rental and want to send the cylinder back, they will credit you in full for any unused months