What you need:
Oil, canola, olive, whatever really
Beeline hemp wick http://www.thebeelinestore.com/whatisbeeline.html
I plan on attempting to make thicker hemp/beeswax wick myself which I will post here if successful
A rock, marble, metal nut, or other small heavy fireproof object
A fireproof container, glass, metal, ceramic, stone, etc
To make my lamp I wrapped a single strand of beeline around a marble ( red in the pics) and then twisted it into a wick.
Dropped that into my container which happened to be a martini shaped glass.
Snipped the very tip of the wick and added about 4 Tablespoons of Olive oil.
Lit it with a lighter at 3:30 pm and it is now 1:30 am and it is still going strong.
The other example ( Blue marble) was 3 strands wrapped and braided around a marble.
This makes it brighter than the 2 strand wick but it also seems to use more oil because of that.
That wick was used with Smart balance oil and burned nice and steady from 4:15 pm - 1am when it slowly fizzled out using almost every drop of oil in the process.
Please be very careful making and using these. I put mine into a metal pan incase they spill out or get bumped into or whatever
Thanks for checking out my instructable
I have come up with other techniques for this now seen in the youtube video below