I've found people use too much vasoline. You only need a little bit, it shouldn't be messy or real greasy at all, if it is you used too much. The vasoline isn't really what catches or burns, the cotten is really what burns with the vasoline helping to prolong the burn time and waterproof the cotten.

By the way, AyersTG is right. Once you are well practiced at starting a fire with a hot spark/fire steel and impregnated cotton you will never want to use matches or a lighter again. It works so well it is simply amazing.