It is very important to follow all safety instructions for equipment and supplies. Oxy-acetylene brazing and welding are potentially very dangerous activities if proper precautions are not maintained. The craft artist must be trained in the necessary steps to take when things go wrong. You should become competent in these steps before operating the torch alone. This training is best done with an experienced person. In my opinion these simple precautions and necessary steps cannot be adequately conveyed in a written text or a video but instead should be demonstrated for the learner.
You can learn to do this safely. Many thousands of people all over the world use acetylene and oxygen safely every day and you can too. For an excellent introduction to oxy-acetylene safety guidelines see the link from Harris Products. This 4 page article will help prepare you to learn quickly and easily from someone who is experienced in torch safety.