How does the 3D maneuver gear work? In Shingeki no Kyojin, the soldiers use the 3D maneuver gear to attack the Titans and cut the back of their necks. In the last episodes, I have seen that they use a balloon of gas as the power to release the chains to climb the walls and trees. How does this exactly work? Is the gas the only power supply to release the chains?
There's several components to the 3D gear that are separate and operate independently. Not all aspects of the mechanics have been revealed in intricate detail, but there is a pretty good idea of the overall operation.
The short answer is that, yes, it is essentially all gas-powered. The trigger causes the gas to shoot the wire out, and a gas compression is also what shortens the wire to pull the device's user forward.
Operating device
The operating device is what the user holds (where the triggers are located). The mechanics of this are not known, and are described as being a black box.{2} Use of this component is what allows the others to function.
Grapple piston
Once the user pulls a trigger, it activates a piston{4} within the main device. This piston uses a quick spurt of compressed gas to fire forward the grapple hook toward its target.{nt.1} No other power source is necessary for this to happen due to the intense compression release from the piston.
Propulsion
The user's grapple hooks fire from a coil{1} which is located in the device itself. When the user wishes to move forward, their gear must quickly pull the cable back into the device. This is done via a fan mechanism{3} that is also gas-powered. Basically, when the user wants to wind back up, the compressed gas blows into the fan, spinning it rapidly and coiling the wire back up, pulling the user forward.

References and reading

Episode 8, card 1
Episode 8, card 2
Episode 9, card 1
Piston at Wikipedia
3D maneuver gear at the Shingeki no Kyojin Wiki
Note 1: Episode 8's second currently disclosable information states that the gas is &quot;compressed ... and injected&quot;{2}, but this appears to be a grammatical error; see comments below.