I'm not sure if you 're planning to heat something or cutting something with that , but first do the basic things and check your oxygen bottle to see if its full or if its too low it won't stay on, and also check on your torch to see if its pretty clean.after all that just turn your gas on (gas only) lit it up keep the head of your torch kinda close to the metal and slowly turn your oxygen an until you get enough heat you need and see if that will stay on.