I nearly threw this out - it seemed impossible to hit the "sweet spot" on adjusting the wick. A millimeter too low and it went out; a millimeter too high and it smoked and caked the cowl with soot.
Advice for new users: it says leave the wick to soak for an hour; I'd double that. Try it first somewhere where the smell doesn't matter; if the cowl soots up scrape it off and try again. It's now settled down and is just taking the chill off its surrounding area - slight paraffin smell but OK for a conservatory not used much in this weather!
Helps if you align the burner accurately before you fill it - it alleges it rotatates, but it's very stiff.