1- The only thing you need now is a glass bottle with a metal cap and some cooking oil.
2-Remove the metal cap off the glass bottle and fill it full of cooking oil. Take the cap and poke it with your scissors. After you made a hole through it, take some scrap cotton, cut it one centimeter wide and about five centimeters long, and then pull them through the metal cap.

Make sure you leave one centimeter out. Put everything back in the glass bottle with the oil inside, screw it back on, and you have a lamp.

The wicking needs to be soaked in salt and dried. Most people doing this project will run into the problem that their wick burns out in 10 - 20 minutes. To match and even out perform commercial wicking, just add salt. Salt prevents the cotton from charring too early so you can burn your lamp for an hour or two without any adjustments.

To salt the wicking:
1. Cut your wicking from cotton cloth.
2. Put your wicking in a bowl with a little water.
3. Pour table salt over the wicking.
4. Squeeze the wicking dry and then dry further on a tray. You can bake it dry in an oven at 200F for 20 minutes or just let it dry overnight. It will be crusty with salt but that's good and the wicking will still be reasonably flexible.

I've seen this same technique used but the bottle was half filled with pea gravel, sand, pebbles or whatever, it stabilizes the base and you don't have to use as much oil…

Expoxying the bottle's base to something wider (a saucer?) would be a good safety measure.