. . and then light a match to it. The "Whooomp" is part of the fun! Of course, you should limit yourself to a jigger or so.
Actually, (drinkable) alcohol molecules are pretty light so they don't do much of an explosion and it doesn't burn very hot. The biggest problem with flambé is getting it to burn at all.
I remember back on the farm we used to pour alcohol into a plate and set it on fire to burn the pin feathers off a freshly plucked chicken.