1. Create a new layer
2. Make a selection the shape of the flame(I would use the pen tool to create the shape and then convert it to a selection), with a small amount of feathering, (your preference)
3. Fill with a blue colour(or again your preference).
4. Create another layer and using the original selection, tranform it to the size of the outer flame (or increase the size of the path you made with the pen tool and again convert to a selection).
5. Fill with blue(or whatever) again.
6. The larger/more transparent flame seems to have a radial gradient mask, so hold down ctrl and click on the large flame layer( a selection will appear around it), go to make mask (bottom of layers palette).
7. Use the radial gradient tool on the mask so the top and bottom of the flame nearly disappear.
8. Finally position the smaller flame over the larger (one layer on top of the other) and adjust the opacity level til it looks right.
PS: Do the last step with your backgound visible, to see how it will look.
Moe: It could have been a real ugly situation, but luckily I managed to shoot him in the spine.
