Take a drag, then make your mouth 'O' shaped, press the tip of your tongue against the bottom of your mouth, then slide it back and then forward. It'll kind of act like a piston and push the smoke out of your mouth. Hard to explain, you just have to spend some time and figure it out. And whatever you're smoking should have dense smoke for it to work, you can't blow smoke rings with most cheap cigars because they're too mild.
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