To make a flaming snowball, you MUST be an op in creative mode!

1. Get a command block. To do so, you type /give (username) command_block
2. Place the command block, and type or copy/paste this:
   /execute @e[type=Snowball] ~ ~ ~ /particle lava ~ ~ ~ 0 0 0 0.01 100
3. Press done, and hook up a redstone clock.
4. Throw a snowball!

- If you would like a flaming arrow, use this command:
      /execute @e[type=Arrow] ~ ~ ~ /particle lava ~ ~ ~ 0 0 0 0.01 100

If you want to, you can change the partical. See the test that says lava? Replace that with one of the particles from here:
http://minecraft.gamepedia.com/Particles

Want more like this? Request in the comments!

Remember to diamond! :3