You'll need: A brillo pad, two double or triple A batteries, and a metal surface.
Tear two peices of brillo pad off and roll each piece in between your hands until it becomes a long, thin strand. Hold one strand with your finger to the positive end of one battery and hold the other strand with your finger to the negative end of the other battery while holding the opposite positive and negative ends of the batteries on the flat metal surface. When you connect the strands of brillo pad they burn.