Is there any reason you must use a candle or can one just as well use a long match to light the Chanukah menorah (so as to avoid dripping wax) it is a silver oil menorah so in any case we would light the oil cup of the shamash with the candle or match and then put it out.
The idea of the shamash is to have something with which to light the candles, and to add light to the room so that we will not benefit from the light of the candles. If you are going to light a different light after lighting your wicks you may put out the candle used to ignite the neiros. There is an idea that the shamash should be different that the other neiros, in order to distinguish it from the other neiros, but by putting it higher or separate than the other neiros that is sufficient.
Shulchan Aruch 673-1, Aruch Hashulchan ibid 12, Kovetz Halachos (Chanukah ) 1-10.