Pour several inches of water into a pan and heat it until it boils. Place wax in an empty can and put can in the boiling water to melt the wax. If the can wobbles or floats in the boiling water, put a heat-proof plate on top of it to hold it down. Check the can every few minutes until the wax has melted.
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Remove the can from the boiling water once the wax is completely melted or turn down the heat to keep the wax hot.
Spread the wood shavings, sawdust or lint on an old cookie sheet or tray and pour the hot wax over the selected material. Mix it together with your hands once the wax has cooled enough to be handled or use old spoons or forks to mix the material together. Form it into balls or logs, and let them cool until they are hard.
If you are using pine cones, place the pine cones on the cookie sheet or tray and drizzle the wax over them. Not all parts of the pine cones need to be covered with wax to use them as effective fire starters.
Put on the latex gloves since you will be mixing the petroleum jelly into the ingredients with your hands.
Place the materials on a cookie sheet or tray and work the petroleum jelly into the cotton balls, wood shavings or sawdust. Smear the pine cones with the petroleum jelly randomly. They do not need to be completely covered with the petroleum jelly to burn quickly.
Store the fire starters in a glass, metal or cardboard container. If you use a cardboard box, line it with aluminum foil so that the petroleum jelly does not leak out and stain the surface on which it is stored.