Step 2: Light it up!
It should burn for 2-3 hours. There may be a little smoke at first, but it should go away. At some point it will sizzle because the wick is absorbing some moisture. When it absorbs too much, it will go out. Thin wicks seem to go out easily when they suck up moisture, while a thicker wick seems to burn hotter and tolerates it better, but I'm just guessing.
There you have it. What could be more romantic or classy than a night of pizza, movies, and your own garlic sauce lamp. Enjoy!