I made a regular can stove recently, that runs off of denatured alcohol. If you don't already know how it works, search wikipedia: "can stove".
Anyway, I also took two can bottoms about 3/4" high each, cut two slits in one, and pressed it inside another. Then, I cut a hole in the middle of the top, about 3/8" wide. I then put a few 1" lengths of 1/4" pure cotton rope in that, for a wick.
To fill it up, I dripped denatured alcohol in the bowl shape with the wick, and into the cans. Once I felt that there was enough, I stopped.
I lit it, and it worked great, but after a while, I saw flame leaks around the seal of the cans, and heard the alcohol boiling. Then I thought, what if I poked holes around the can top, and let that relieve the pressure, while also providing a great flame.I haven't tried this yet, but if I do, I want to know whether to take pictures, and make it into an instructable.
Below is the .gif animation I did in Inkscape demonstrating my idea.