Step 3 includes a video summary of the instructions, plus a firing.
Mind the lights.
Step 1: What you need:
A 35mm film cannister - the tighter the lid fits, the better, so try for the translucent white ones. I've gone digital, but I can still get loads of the cannisters by asking nicely at my local Boots photo counter (it saves the staff walking out to the recycle bin).
The sparking-unit from a cigarette lighter. I'm not a smoker, but they're convenient for lighting Bunsen burners. This one, though, was actually confiscated from a pupil caught shocking people in the corridor.
A sharp knife - penknife, Xacto, anything that can make short, clean cuts in the cannister. I would not recommend using a kitchen knife - the relatively long blade makes them harder to control in short, fine cuts, and more dangerous if you slip.
Fuel. Some people use hair-spray, SciToys uses mouth-freshener spray, but my fuel of choice is methanol (denatured alcohol, available in the US as camping stove fuel or Heet).
As an option, you may want to fix the sparker in place. Several different glues will do the job - Serious Glue, hot glue, contact adhesive.