Heres the trick: video here

I didn't do it too well but it shows you how its done at least. I don't smoke cigerettes so I just used some folded up paper, ciggies will work better since it'll just be spontanious. What you want to do to make it stick is to lick the top of your thumb. I should of done it a little faster in the video to make the trick look better but oh well, practice in mirrior if you dont want to f^ck it up.