As the weather here changes to spring, it is possible to burn resins without a) freezing to death, or b) getting a visit from the fire department.
The easiest way to do this is by using charcoal blocks... or tablets. These are smallish disks - about 1 1/2 inches in diameter - with a dip on the face. When lit, they begin to spark and then the the entire disks glows red. They are then ready for use.
First, though, they must be given a safe place to produce this heat. Begin with an oven proof bowl, or many people like large sea shells for this purpose. Put several inches of sand or sea salt into the bowl. This will help absorb the heat so the bowl/shell doesn't get too hot. Beware, it will still be pretty hot.
Once you have prepared the bowl and lit the charcoal, sprinkle a tiny bit of resin on top. It will begin to smolder and release the scent of the forest.
There are many choices when it comes to resins. Frankincense, copal, dragon's blood, pinon, and myrrh... to name a few. Check out our shop for some of them. We also carry charcoal, and a kit for making your own incense... along with our book - Making Your Own Incense, a 32 page intro with recipes, published by Storey.