I love Lehman's, I want to get some oil lamps from them...
Here is an emergency oil lamp I found over at tightwad central.
http://www.tightwad.com/tips8.htmThat is a good place for frugal tips, also...
Oil & Cola Emergency Lamp.
What will you do thins winter when the lights go out? Hopefully you've got your emergency flashlight, radio, food and water supplies. If the power will be out for some time, however, you may want to know about this easy oil lamp. Great for camping too. The parts needed for this lamp can be found in virtually every household. An empty aluminum cola can, an old cotton sock, and about a tablespoon of cooking oil are all you need. First stab an empty cola can in the middle and cut around the circumference until you cut the can completely in half. Use a pair of gloves to hold the can halves, because the metal is very sharp. Use the bottom half of the cola can, and cut half inch deep slits spaced each half inch along the circumference of the can. Fold over to make a safe rim along the edge. Now take the top half of the can and work the pull tab off the top by pulling up and side to side. Work the tab back and forth with upward pressure, until it pulls off. Dispose of the top half can into the recycle trash. Next cut a one inch by 3/8" slip of material from the old sock. Roll the material into a thick rope and feed it into the pull tab attachment hole. Pull through about half an inch so it sticks up while the pull tab rests upside down. Now pour a cap full of cooking oil into the bottom of the can. Place the upside down pull tab with the wick in the middle of the can and drape the cotton wick so it pulls the oil from the edge of the can. The length of the wick pulled through the tab hole will determine the height of the flame. A good quarter inch of wick will give a good flame with virtually no smoke. Now you can light the wick and it should last about three to four hours with each tablespoon or so of corn oil.