First and foremost....the stove should not leak alcohol into the the primer bowl when the on/off knob is in the OFF position after the tank has been pressurized. That said, after the pressure tank has been pressurized to around 3 lbs, open the on/off knob for the burner you want to light for about 2 seconds....or until the primer bowl is DAMP...yes, DAMP..not a puddle of alcohol...turn OFF the on/off knob. Light the primer bowl...there should be a SMALL yellow flame. Let it burn for about 45 seconds...what the primer bowl does, is heat up the burner so that the liquid alcohol turns into a gas when you reopen the on/off knob. While the primer bowl is still burning (has a flame), turn on the on/off knob...there should be gas coming out the burner and should be burning with a blue flame...
If NOT...re-do the above steps for lighting the primer bowl.
I had a pressurized alcohol stove/oven for 15 years on a Morgan Out Island and NEVER had a problem lighting it.