Fragrance effusion lamps require scented lamp oil, which is
flammable. When you pour the oil into the lamp, you have to give
the wick enough time to absorb it. Then you can light the top of
the lamp and blow out the flame after a minute or two so that the
oil will be burned and released into the air. For more information
on effusion lamps, check out this article:
http://blog.gobsmackme.com/2010/04/15/improve-the-ambiance-of-your-home-with-aromatic-effusion-lamps.aspx