That show cracks me up too Stubby. I don't believe in ghosts but I do believe people can work themselves up into seeing things. For instance, if you stare in to a dark hallway at night you can "see things moving".
When I was a kid we used to have seances. We would all whip each other up into a frenzy and be convinced we heard and saw things. People can also attribute feelings of cold, chills or whatever to 'spirits'.
I love ghost stories but have yet to be convinced of any really hauntings.