I had never heard of these lamps but Ehow has an article on making your own oil for them. They tells us that Catalytic fragrance lamps destroy odors and kill bacteria while the essential oil in the lamp oil scents the air.
They say that letting the lamp run for 30 minutes will treat a 1,400 cubic foot room. I had never heard of them but I now want a couple of them especially if they kill bacteria. Plus now I know I can make my own oil for them cheaper.
I like that you blow the flame out and the process works after that so it would be safe to leave it working in a room even if you were not there. If you would like to learn more about them and how they were first used in hospitals you can see the article from Wikipedia below the oil making link.
How to Make Smokeless Lamp Oil
Fragrance lamp info