Want to try it yourself?
If you can put your camera into manual mode you can do it. the trick is to set it to a small aperture and a long exposure. I'll explain. The aperture is the opening that lets light into your camera. a large opening lets in lots of light and a small opening lets in less. Normally in low-light situations (night) you want a large aperture, but because your subject in this case is, well, fire, then you want less. ALSO
I have a digital SLR camera, so I can change my lenses. In this case I had a lens that ranged from 1.8 to 22. 22 is the smallest aperture, and 1.8 the biggest. SO we set the aperture to 22 and then we had to figure out how long it would take to write our names. In our case, it was 8 seconds.
So when you look through the view finder, you see a bunch of numbers-- we saw
8" 22 |-_|________+|
Because it's such a long exposure, you'll want to use a tripod. It's hard to hold a camera absolutely still for anything longer than 1/60th of a second. If you don't have a tripod, you can set it on a steady surface like the top of your car (that's what we did)
Now, write your name or whatever you want. The trick is to shuffle your body along while you do it. If your name is "bob" you probably won't need to, but if your name is "Aloyisius" you'll need to shuffle. If you stand in one place, your name will be in an arc and that won't do. Move your body as if you were writing on a chalk board-- so that it is all on one plane.
Now go! Sparkle!
Please feel free to ask questions if any of this is unclear. :)