There's always more than one way to do something. CS5 will probably be easier for you to manipulate the flames since it has the warp tools and style tools.
I'd probably find a picture of flames that I liked and then resize it to make it proportional to the bat or ball. Then I'd use the warp tool to bend it the way I wanted and a layer mask to hide the unwanted parts. I might also play with layer styles to make it seem hotter and more glowing.
Hope that helps. It's a start for you anyway....post again if you have more questions.
Thank you, I am going to give it a shot. Don't know until I try.