Put orange peel, lemon peel and cloves into a tea filter bag, tie shut with white yarn. Hang into a copper kettle, pour in wine. Heat up close to boiling point, but make sure it never gets to boil. Put the kettle in the middle of your table so all your guests can watch the ceremony :-). You normally use a "Feuerzange", but as I supect this might be hard to get outside Europe I guess you can also use a grid from your barbecue set - especially the ones you normally use to barbecue herrings in should work pretty well. The point is that you should be able to put the sugar hat on it (lying on its
Once you've got that far, you're ready for the ceremony. First, dim your lights. Then pour some rum onto the sugar hat, best using a ladle, and light it (this is why the rum has to be at least 108 proof). Keep the flames burning by ladeling more rum on the sugar hat, until the sugar has completely melted and dripped into the wine. Remove the "Feuerzange" and the bag with the spices. Serve in heat-proof glasses.
Variation: Many people like to add sugar and/or a little orange juice (preferably freshly pressed).