Slowly pour in your Lamp Oil, Kerosene, Vegetable Oil, whatever, making sure not to spill any. Screw on the lid with the wick in it. The wick should be long enough to where it's resting on the bottom of the jar, but no so long that it curls up.
Make sure you don't overfill the jar. I usually don't fill more than about halfway and it lasts plenty of time.