I have some steel wool and a charged 9V Battery, when I connect 2 wires to the battery, then touch the wool with the ends of the wires the wool instantly starts burning, but when I connect 2 wires to the piece of steel wool (a new piece not same one of course) and touch the battery with the ends of the wire nothing happens (see image...)
What's happening in the first case is that the initial contact of the wire to the steel wool is not very good and there is a high resistance as the touch is made and there is probably a slight spark that starts the steel wool burning. Now it is even harder to make good contact and the process continues. In the second case there is initially a good contact to the steel wool and there is no spark when the circuit is completed at the battery. It would be difficult to cause the heating and the spark at a distance unless you had a way to remotely cause the wire to lightly touch the steel wool. A gas lighter which uses a flint to create a spark is good for igniting a gas burner which will continue to burn by itself, but probably wouldn't cause the steel wool to burn without the energy coming from the battery to keep it going. Steel wool WILL continue to burn if it's in a pure oxygen atmosphere. You might try hooking the battery up to the steel wool as in the second case and using a spark lighter to start some burning close to one of the wire connections to see if the extra battery power might keep the burning going.
The reason the steel wool catches fire is because the strands of steel are so fine and they have a high resistance. The thin strands get to red-hot very quickly, compared to larger gauge copper wire which has lower resistance and can dissipate the heat over its larger mass. When you connect the battery to the wire first, then touch the steel wool, you are making solid contact with the steel wool and your hand makes sure that the wire stays in contact. The current continues to flow and the wool heats up. When you connect the wire to the steel wool first, as soon as you connect the battery the current melts that tiny bit of steel wool touching the wire and electrical contact is lost. The current stops flowing. No fire. If you want to connect the wire first and not have to hold it, you have to make sure that the current keeps flowing, perhaps by using a braided copper wire and spreading out the individual strands to make multiple contacts. Either that, or remove the insulation from a longer section of the wire and make sure that the entire un-insulated part of the wire is in contact with the steel wool. Maybe even weigh it down. Remember that any strands of steel wool touching that wire will melt as soon as the current starts, so you have to make sure that the wire will maintain contact somehow, the same way that your hand pushes the wire against it.