Looking at it, it looks like whoever did it used a simple flame and smoke emitter, and then added a new particle using the "single particle" option(which makes that particle live a long time) that used an image of a person in that pose for the particle shape. They then animated the emitter to move accross the screen, and between shots (when it was off camera) raised the Zoom property's value to be higher each time so it looked bigger from shot to shot.
There have been 2 "man on fire" examples. The first was of a "human torch" flying in front of the camera 3 times at different distances. That one just used one of the fiery smoke trail emitters on top of a 3D animation of the figure "flying".
The other example was of a man doing an animated "kick", and used the area emitter mask option to create the flame particles on the man's body only (using the alpha channel of the 3D sequence to define where the particles are created)