First, get yourself a lighter "torch". I have had the stick type propane "lighters" and they worked fine. But my wife picked me up a "torch" type stick lighter that instead of having a flame, it is a torch type blowing flame. Lights in wind and while sticking it down in the smoker, where the normal lighter would go out.
Second, it takes some mastering of getting getting a "base" of fire going, then putting your fuel on top. I use pine/cedar shavings and get a small amount to really flame up, and then put more on top while pumping the smoker.
Third, depending on your fuel source, you will need to pump the smoker every so often to keep it going. Putting your smoker down for a length of time may have it going out. And of course damp cool morning has it dying faster also.
I think the biggest reason for my smoker going out was not having a good base fire to start with. Get a good fire going. Smother it with fuel and pump it a few times. Make sure it is really going.
The second reason my smoker goes out is just putting it down and getting busy with something. I think it' like 5 minutes, but in reality, it's like 30. But I will say with the right fuel, I've has smokers burn themselves out hours later.