goto the   button for the animation settings.
Somewhere in the Middle you'll see a button called: New Effect
Click one time on it..
on the left you'll see a button that saids: Build
Click on it and change it to Particles

To get a nice fire we need to set a nice continues particle loop..
i used a loop of 250 frames (about 10 seconds of animation).

Set total to 140 particles.
Set Start to -250    ; I want my fire to burn full at the start.
Set End to 250       ; This is the end frame for the particles.
Set Live  to 80      ; the particles must be dead & reborn at frame 80 every
particle comes back 1 a 2 times.
Set Random to 0.024  ; so the particles are spread a bit but not to much.
Set Force Z to 0.160 ; to get a nice upgoing particle flow.

Press atl-a to see the the particle flow animation.
Well.. not much fire to see in there yet,
but thats what we gonna do next. =)

Here are the settings how they should be set.

TOT: 140 | STA: -250 | END: 250 | LIFE: 80 | RAND: 0.024 | Force:  Z: 0.160