shadow, great advice - but if i may add a little to this. i'm still new, but after reading about this the first time I really struggled until I had some pretty detailed instructions. sometimes, before blowing out the end, it helps to puff on the gar with the lighter on.
1 tap off any and all ash
2 turn the lighter on
3 put the hottest part of the flame to the end of the cigar (the end that's already burning-not between your lips)
4 puff in repeatedly (as if lighting the cigar) until it "appears" as if the tip of the cigar has a flame ("appears" to be on fire like a candle)
5 do not let the lighter go out
6 now blow out out firmly and continuously until the "blow torch" effect has gone away.
7 enjoy