Can you tell me the story of Sai Baba and the lamps?

Certainly. As recounted in Chapter 5, Sai Baba had a great fondness for lighting lamps and would personally go to shopkeepers to ask for oil. For a while, the grocers and oil-merchants provided it, and the lamps burned brightly in the temple and the mosque. However, the grocers got a wicked idea and conspired to stop this 'nuisance.' When they collectively refused to give him oil, Baba returned quietly to the mosque, placed dry wicks in the lamps, and then performed a miracle that left the shopkeepers in awe.