Usually when you drive your car normally you won't notice, but when accelerating quickly, or breaking suddenly, your car can be adding too much fuel to your engine. Which will get into your exhaust system, in small amounts. From here on it's the process of combustion in your exhaust, for example C8H18 + O2 --AE--> CO2 + H2O. The activation energy that is required is the heat in your exhaust. This reaction is exothermic, mean in releases energy. In form of heat, a Hydrocarbon under the effects of enough energy can cause it to catch fire. Which is what you'll see at the end of your exhaust tip.