Re: Coals going out?
If you're using coco coals,
as sambooka said, make sure they're fully lit, other than that, where do you store them ? I had a bad box of CH Naturals from john once, they sat in the basement too long and absorbed a shitton of moisture. If the coals have a high moisture content, no amount of letting them sit on the stove will keep them lit, they will go out as they near the center of the coal (since it hasnt started burning yet and is still filled with water).
Try a different box or keep your coals in a better place, such as a kitchen cabinet above the stove or an area that gets a decent amount of heat to reduce moisture buildup.
If the second scenario is the case, and the coals are moisture soaked, forget it, the entire box is going to be crappy.