A friend of mine met a lady that works for one of the lighter companies. She told him that when filling your lighter you should adjust the flame "all the way up". She said after filling to click it a couple of times and then adjust to your regular setting. She said that when you open it that it let's anything inside the tank go into the valve and then the pressure of lighting wide open will blow it out.
If all else fails just get a Ronson Jet-Lite
