Thanks for the replies fellas!
APdriver, I use paraffin wax now. I started with some old birthday candles but they didn't work that well. They would burn for a moment but then go out.
Oh, here's a tip I forgot to mention in my original post. If you keep your fan on at low speed when you light your smoke, it'll keep the flames going for a longer period of time which helps carbonize the gunk (technical term).
One more thing, I bought my lead from Rotometals but I went through Amazon. The price was about the same shipped and I needed it quick so it all worked out.