I’m not entirely familiar with that forge type, but a quick google search - I would guess that the gas is at a higher psi than allowed by the burner style. The air opening for the burner looks fairly small, to be honest. Are you running this on a 20lb tank or larger? Larger tanks can run at a different psi.
Also, if flames are shooting out at the hose connector, that seal is not tight. Use tape or pipe dope to get a better seal from the hose to the burner. That may well fix your issue right there.
If flames are shooting out from the cavity of the down the burner length (the set screw pipe that the burner goes in), you can typically close that up with some small pieces of kaowool if you have some available.
If it isn’t obvious, I would only run it to test if the flames are still engulfing the hose/nozzle area and not any longer. The only location there should be flames on any forge of this type is inside the forge cavity.