I've had the same problem. There are two flame regulations on a Dunhill rollagas. One is the little wheel on the back of the lighter (the one that should be used when you need to regulate your flame once in a while) and another one on the bottom of the lighter, next to the filling valve (I was told that one should only be used very rarely, like only a couple of times in a lighter's lifetime to adjust the range in which the little wheel works). When you look at the bottom of the lighter you see the round plug that covers the filling valve and next to it, in the lower left corner, a small round "thing" with an incision in it. You should try to rotate that thing with the tip of a screwdriver, just be careful, a couple of millimeters should be enough.
There's also another possibility, which is actually quite probable. Since you said you found the lighter I guess it has been lying in a drawer for some time. It might be dirty inside or broken in some way. Unfortunately most lighters are pretty delicate, sometimes just using butane that is not purified enough can damage the lighter. If adjusting the flame doesn't work you should try sending it to a repairman.
Okay, sorry for this unclear and confused post but my english kinda fails when it comes to explaining technical details
