The French burner has the peculiarity of securely holding the glass chimney in its pronged section or "gallery". This complete section is unscrewed to light the lamp instead of removing the glass chimney.
To install the chimney on the burner, gently spread or squeeze the prongs of the gallery. Make sure the glass chimney is tightly secured in its gallery.
To light; unscrew and remove the gallery that holds the glass chimney. Proceed, as above, for the wick. Rescrew the gallery. Now, you should not have to remove the chimney except for washing.