Smudging is an ancient ritual practice of burning sage or other herbs to dispel negative energy and purify the air. Smudging has many other benefits that include decreased anxiety and insomnia, as well as cleaning objects such as crystals.
The goal with smudging is not to have flames but smoke. It is the smoke that purifies and cleanses. Once it is lit, use your hand or breath to blow the flame out if it doesn't go out on its own. Then wave the smoke around whatever it is you'd like to purify. As the smoke moves around and up to the sky, imagine releasing whatever is not in your best interests. Let it go on the smoke. The sacred smoke will take these energies back to the Source, where they will be transformed into positive energy again. You can pray and sing for the cleansing that you desire
Be aware that sparks do fall off, and can burn clothing, altar cloths, floors, etc. So use with caution.