Man! You people who sleep with canisters!

All the liquid fuel stoves have to be started carefully. The metal parts need to get hot enough to vaporize the liquid fuel before they can operate properly. If you don't heat them up, you will have a big yellow bonfire -- I had a friend along on a camping trip, and he tried lighting the stove, and had a big 2-foot flame going! I shut the valve (which was spewing more liquid into the fire), and it still took a while to burn off the excess fuel.
The trick is to follow these steps:
1. Operate the pump to pressurize the tank.
2. Open the valve, and allow 1-2 teaspoons of fuel to squirt out and wet the cup at the bottom of the burner.
3.
CLOSE THE VALVE!4. Light the fuel, it burns slowly for about a minute.
5. When the flame is almost out, open the valve enough to maintain a low but steady flame. If the burner apparatus is hot enough, it should burn with a clean blue flame. If the flame is unsteady, allow it to burn another 30 seconds or so to continue heating the parts of the stove burner.
6. Once it is heated enough, you can open the valve all the way, and you should have a hot steady flame.
7. Use the pump periodically to keep pressure up in the tank.
When I disassemble the stove to move camp, I remove the burner from the pump, and drain the tube so I don't get fuel inside my pack. My MSR has a valve on the burner, so I open it to allow air into the tube so the fuel drains out.
I also carefully unscrew the pump on the fuel bottle to set the pressure out. Don't want any pressure to cause fuel to leak in the pack. Then I re-tighten the pump on the bottle.
That being said, I am not taking that stove on my next hike. I have discovered the
FireLite Titanium Esbit Wing Stove. Fuel sold at REI, takes 10 minutes to heat 2 cups. But weighs under half an ounce! REI sells the esbit tablets.

And the stove doubles as instep crampons in a pinch! ....NOT!