Cool the oil lamp before starting the fiberglass wick installation. Pick up the lamp carefully and pull the wick holder off of the top. Turn the holder counterclockwise to loosen it and then slowly pull upward to remove it and the original wick from the oil inside.
Set the bottom portion of the lamp aside. There will be washers at the top and bottom of the holder where the wick meets it. Pull these washers off of the wick and set them aside for future use. Pull the wick out of the holder and throw it away.
Slide the fiberglass wick into the hole in the holder left by the original wick. Place the washer back over the wick and push them down so they are flush against the top and bottom of the holder where it meets the wick. The washers will prevent the wick from sliding in and out of the holder.
Pull the wick downward so that most of it is below the hole in the holder. You only want a small portion of the wick to be sticking out of the top portion of the holder. Place the holder back onto the lamp and turn it clockwise to secure it in place.