Step 1: Clench your fist, tight at lower end(your little finger) and loose at the pointing finger. Do not cover this gap with your thumb. The opening at the pointing finger must be the only opening to your palm, check if its air-tight by blowing air into your fist.

Step 2: Use a cigarette lighter(the compressed gas type) and hold its outlet at the opening to your fist. Press the button( or if its a clicking type,press it such that there is no spark) and hold it pressed until you feel there's enough gas held inside your fist(you'll feel cold inside coz of the liquefied gas decompressing).

Step 3: Pull the lighter away,light it and point the flame towards the opening in your fist. Do this fast before the gas escapes from your hand.

Step 4: You should be able to see the flame in your hand if you've held the gas properly. The flame will last long enough for you to light a cigarette quickly( you may fail first few times but its fun.when u open your fist,the gas escapes and the flame grows huge for a fraction of a second). Dont hold it for too long,the chances of you burning your hand is low but not negligible.

PLEASE BE CAREFUL.. IF YOU DONT SMOKE,PLEASE DO NOT LIGHT CIGARETTES JUST TO SHOW YOUR FRIENDS. SMOKING IS INJURIOUS TO HEALTH( ;p warning). DO NOT TRY THIS SAME THING WITH BOTTLES or any such objects, INSTEAD OF YOUR HAND(ESPECIALLY BOOZE BOTTLES,the flame comes out like a jet and your finger will burn before you pull your hand away,the bottle may explode too)
you're sure to injure yourself if u do.