A nice thing about lighters generally is that you can wrap the lighter with bike inner tube and you have a complete firing starting system in a relatively tiny package. (I prefer to use inner tube as tinder, rather than keep the lighter going.) The inner tube also dampens clanking with other gear.
I wouldn't be surprised if that's the same lighter from DX (China).
http://www.dealextreme.com/p/super-mini-vintage-oil-lighter-3734You said you can light your lighter and set it down. Did your lighter come with a flat bottom?