Some people ( including me ) have made the mistake of changing the wick much before it is necessary, because the zippo does not light. You only change the wick when it will not absorb fluid anymore.
1. take the rayon balls out of your zippo.
2. Thread the wick through the hole shown below. ( make sure the wick is not above the chimney )
3. Weave the wick around the rayon as you put it back in, to let it absorb more fuel.