While searching labialization on the Wikipedia, it is easy to find these statements: 'Labialized sounds involve the lips <...> When vowels involve the lips, they are called rounded.'
In Russian, as in many other languages, there is a rounded vowel [u]. It is very typical of Russian people, who learn English, to pronounce English labialised (~rounded) [w] with the same state of the lips, look at the picture:
But when these Russian speakers come to a teacher who tells them not to use their lips at all and pronounce [w] in a 'smiling' manner (the best part of the teachers also tells students to use their velum), it is likely to get the question: if both sounds are labialised (of course, it is better to say 'rounded' referring to the vowels, but let us omit this fact here), then why cannot we use our lips in the same way like while pronouncing [u]?
Well, what is the difference between the state of the lips while pronouncing [u] and [w]? Why have both sounds got the part 'labialised/rounded' in their names, but do not really resemble one another (as for the lips)? Maybe, there is a more useful recommendation on how to hear/see the contrast between [w] and [u]?