those coal fireplaces were designed for bituminous coal. to get it going, build a small hot wood fire and begin placing large pieces of coal in a "pile" around the existing fire until you have a "heap" of coal; it will smoke much untill the coal begins to ignite, this process will take about 20 minuites.
Here is a supplier of good bituminous coals near you: http://www.streatfuel.com/products%20and%20services.htm
This link is broken, either the page no longer exists or there is some other issue like a typo.
- I highly reccomend using the "kentucky chunk coal" for open fireplace use.
btw, welcome to the forum