Funnily enough i was wathing and old Arthur C Clarke episode on tv the other night that was all about fire walking and the methods and science behind how people can do it without suffering any injury. Was a bit dated but fascinating non the less and put forward the idea of the Leidenfrost effect where at a high temperature perspiration on the fire walker's feet forms a protective layer long enough to prevent injury along with other factors such as never allowing their feet to touch the embers for longer than a second or two , walking quickly and steadily,and the thickness of the sole of walkers feet (those who were used to walking barefeet faired much better than those who were younger or used to wearing shoes).The programme also showed how religious belief didnt have any effect on the ability to firewalk despite many claims to the contrary over the years. It was on SKY a few nights ago ...might be on youtube somewhere.
The amount of steps and the speed you move at is crucial to not burning yourself badly. It is an interesting physics phenomena, but not paranormal or magical. You cannot maintain this effect over a great distance.