The fuji S602 has a double exposure mode, and you can also get the same effect by simply leaving the shutter open a long time, with the person moving out the way half way through to partly expose the background over the top of them
When I first joined DPC I was tinkering with this ghostly idea myself. My first attempt using the digital camera. I was shooting photos of the night sky and walking into them and pointing at the moon. This was all just for fun. When I got them on the computer and began looking over the shots, in one of the shots a meteor had pass over at the same time which totally took me by surprise.
So just for fun I entered it in the Round challenge for everyone to see and I got crucified! But I learned quickly how it works. I' am the ghostly image on the right. The meteor is on the lower left :)
Well I ended up with a similar shot one night, but I wasn't really sure how I had gotten it or how to redo it, it is a neat effect, I think I will have to practice it a little, just in time for halloween shots : )
//www.dpchallenge.com/image.php?IMAGE_ID=41252 this was my 'accidental' shot