An apparatus [10] for use in paintball includes a modified pressure bottle [14, 114] with a valve assembly [34, 134] “integrally” mounted within the neck [16, 116] thereof, and independent of the connection structure [46/48, 116a] for connecting the bottle [14, 114] to a paintball marker [12, 112]. The structure prevents sudden and inadvertent venting to atmosphere of the pressurized gas held within the internal volume [29, 129] of the bottle [14, 114], thereby eliminating a dangerous situation that existed with prior conventional paintball devices.