[skatebiker]

I tried to make thermite by collecting filings when filing a piece of Al with a medium file and mixed it with fine grinded (mortar+pestle) Fe2O3.
I added a little bit KMnO4 on top of the heap (a few grams) and let a drop of glycerol on it which ignited, but not the thermite. I thought KMnO4 + glycerol ignites thermite. So I tried again with a matchhead sized piece of Mg which I ignited and it burned but not the thermite.

What am I doing wrong ?

[Arkcon]

A little more Googling on the more crazy web pages should hook you up with some more tips on this particular topic, you'll be well on your way to self-immolation in no time.  In particular, you might want to investigate better ignition sources.

Restricting the discussion to topics normally used on this forum:  Are you sure you've filed the aluminum into fine enough powder?  Surface area does matter.  Have you got good, clean (free of dirt and other iron compounds,) finely ground rust?  Are you mixing the two reactants stoichiometrically?

[enahs]

Your ignition source is not the trouble, it is the same trouble 100's of people have all over the world  everyday who try "cool" stuff without doing research first!

You do not have aluminum, you have aluminum coated with an aluminum oxide layer. Aluminum oxide is very stable and nonreactive, and prevents the reaction from taking place. Heck, look at your chemical equation for thermite, this is the product you are forming!

It is not very easy to get Aluminum metal without a layer of aluminum oxide, since we live in an oxygen environment and is readily formed. It is possible though.