I like these little stove sets so much that bought 3 of them - one to use, one to lose/tear up, and one to put away.
Some things I found out about them online, mainly at ultralight backpacking websites, and by experimenting:
The burner is the same thing as the Swedish Trangia brand stove, which sells for 14 dollars US by itself. By the way, Swedish military stuff is marked with 3 crowns.
The fuel reservoir in the sides of the burner is packed with a wicking material that looks like black thread.
Keep the little burn holes at the top clean for optimum performance. Be careful not to enlarge them, however. A straight pin ought to work okay for this.
To extinguish the stove- smother the flame with a damp cloth, bandana, etc. Do not put the cap onto a lit stove as this could damage the o ring in the cap. However you can remove the o ring, put the cap on the stove, then replace the o ring after everything cools.
By the way, the o rings are apparently hard to find, and while they don't cost much, the shipping charges are expensive (50 cents for the o ring and 5 bucks shipping or something like that). It appears that the only thing the o ring does is keep the fuel from leaking out of the stove. If you store the stove empty you wouldn't even need the o ring, it seems to me.
Putting a pan, etc on the top of the stove wont put it out. The burn holes are recessed below a small lip, and the stove will continue to burn.
An alternative to extinguishing the stove is to just burn until it runs out of fuel. You can experiment in advance with how much fuel it takes to make heat a cup of water, etc.
Do not touch the stove (burner unit) while it is burning! It will be very hot. I read that a guy started a fire when he attempted to pick up the burning stove. He dropped it of course and burning fuel went everywhere. (Everyone has a brain fart now and then.)
Never attempt to use any petroleum product (Coleman fuel, etc) unless your life insurance is paid up. It could cause the stove to explode.
90 percent rubbing alcohol works, but burns dirty and leaves a lot of soot on the pan. 70 percent burns too cool. Denatured alcohol works well. It will sometimes say for use in marine stoves on the can somewhere. By the way, I learned that boats use alcohol stoves instead of propane stoves for safety. If theres a leak, the propane fumes can settle in the lowest point in the boat and then wait for a spark etc to ignite. Any leaking alcohol just evaporates.
My fuel of choice is HEET brand automotive gasoline line antifreeze or de-icer (in the yellow bottle, just like Ravenn said). It burns clean and is cheaper than hardware store denatured alcohol, at least where I live. I keep a half dozen or so bottles of it in my truck. Other brands of de-icer will work- just make certain that it's made from alcohol and does not say 'contains petroleum distillates' on the label.
Grain alcohol (Everclear) works, but what a waste

I suppose 151 rum would work also.
I built a pot support out of hardware cloth (heavy wire mesh) so I could use the burner by itself without the military pot stand and windshield. It's just a circle of mesh that is 3 inches high and 4 1/2 to 5 inches in diameter (it's sort of oval shaped). I made it 3 inches high because that's the distance from the top of the burner to the bottom of pan when it's in the military cookset. Of course a couple of rocks also work
I also built a windscreen out of an aluminum oven liner- its like super heavy duty aluminum foil.
The maker's website:
http://www.trangia.se/
Info on the names of fuels in different countries:
http://members.iinet.net.au/~mbuckler/fuel/fuel36.htm#intro
There's some discussion on the Trangia stove in the forum section of this site:
http://www.spiritburner.com/
Have fun with your new stove!
Bill