Hi Jim, I agree with Dave Omack, something is missing. I have been using Bear Mountain Pellets in my amaz-n pellet smoker for over a year now and have used Maple, Cherry, Misquite, & Pecan.
I have never had a problem with them staying lit. I even dump some of the pellets out into Plastic 2 gallon Ice Cream buckets for easier handling, At first I was worried about the dampness we have out here on the Washington coast, but have not experienced any pellet burning problems.
Make sure you lite them good and let the flame burn for ball park 5 or more minutes, then blow the flame out and blow on the glowing pellets for a few more minutes to get them really glowing hot.
Good Luck and Happy Smokin: Rich-