The flame is from a little firelighter in the bottom. It sits on a couple of pieces of wire. When they eventually land in a field, as they almost certainly will, the cows come along and eat the wire. Cows are a bit dumb like that.
When they eat the wire they die.
They also set fire to fields and sheds and cause a lot of false alarms for the RLNI when folk mistake them for emergency flares.
Yes they look pretty cool, but they are a nuisance and will be banned before very long. I think they already are in a few EU countries.
http://news.bbc.co.uk/local/sussex/hi/p ... 828026.stm
http://www.bbc.co.uk/news/uk-wales-11003516
http://www.bbc.co.uk/news/uk-england-surrey-10928033
http://www.bbc.co.uk/news/uk-england-le ... e-10931316