Here i've used the Tutorial for Flaming Photo from step n°1 to n°4

Flaming Photo Tutorial: Step 5

Flaming Photo Tutorial: Step 6

Flaming Photo Tutorial: Step 15, 16, 17, 18, 19.

Flaming Photo Tutorial: Step 9, 10, 11, 12, 13, 14.

1- I’ve started by drawing a path with the pen tool anf after I’ve created a new layer called "First Stroke" and switch to the Brush tool simulating Pen Pressure.
2- After I’ve removed the sections along the stroke that should be behind the girl.
3- Added an Inner and Outer Glow.
4- I’ve Duplicate the "First Stroke" layer, clearing the layer styles and adding a 6px Gaussian Blur.
5- I’ve create a new layer called "Particles", activating the path I’ve created earlier and switch to the Brush tool setting Shape Dynamics and Scattering (as show in the Tutorial)

Flaming Photo Tutorial: Step 21 and 22.