O.k. I'm looking at the little tiny pc. of brass that I'm supposed to bend into a cylinder for the smoke discharger. How they heck am I supposed to do that??? Anybody have a tried and true technique?

Try using little Dowl rods, They can be found at Craft stores or hardware stores. Roll it like you would a rolling pin, takes a little time and patience. Hope that helps herky

When bending a PE part into a curve, it is best to anneal the metal. Take a pair of cross clamp tweezers and hold a corner of the part. Heat the part over a flame source (Bic lighter works good) until it is red hot. Let it cool, don't burn yourself.

After it cools you can use any round object in the right diameter you need. I can be a paint brush handle, pen, pencil, X-acto knife handle, nail, as long as it is about the size of the item it needs to become.

Roll it like Jeremy says.

It is simple. For smoke candles, you had better find a firm rod. Roll the PE over. That is it. Long nose flier would help.