Strictly speaking, no.
Creo Ignem does not create magical fire, it creates fire magically. Magic is the (efficient) cause, not the effect. The fire so created is a substance, and spirits can't be hurt by material substances, or interact with them in any way. You wouldn't expect a spirit to be stopped by a magically-created wall, so you shouldn't expect a spirit to be hurt by a magically-created fire. Fire and air are subtle rather than gross elements, but they are material nevertheless.
Mark
Point. It goes counterintuitive to my first impression, but sounds consistent 
So, spirits can only be damaged with Perdo? (associated with the form they are attached to, or Vim)
Cheers,
Xavi
Clear and exactly the sort of thing I was after as well.
As for the Perdo only thing, I don't think so. You should be able to MuTe a sword to make the blade immaterial, or possibly CrVi it to grant it immaterial existence as well. The last one raises some interesting issues - firstly, would it be Vim or Mentem, since spirits are governed by Mentem? Secondly, by creating an immaterial wall, you could ward against immaterial beings with Creo.
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I've got some reservations about that too. Do all immaterial things interact with one another in the same way that material things interact? These things arent physical entities on the etherial plane, like I'd think about it in a D&D game or a shadowrun game, but things in the material universe that don't have material bodies.
You could use muto to materialize the spirit then damage it's material form.
You could use intellego or rego to learn its true name
You could possibly (although this runs in to the same "Can immaterial things interact with each other?" question) use rego to make the spirit hurt itself.
Me too, for the reasons you state.
On the other hand, I'd be fine with a MuTe(Vi) effect cast on the sword that made it able to damage immaterial things ... which is subtly different to making the blade immaterial. Alternatively, it could be a MuTe(Me) effect if it was limited to Mentem spirits.
For that matter, I think it should be possible to cast a CrIg(Vi) spell that makes a flame capable of damaging immaterial things...or CrIg(Me) to damage only Mentem spirits.
Of course, all of these effects would also need to penetrate the magic resistance of the ghost.
This doesn't directly answer your question, but spirits do canonically interact with one another as if they were material. This is why they are given characteristics in Strength, Dexterity, and so forth. So you could rule that there may be a way of making an object lose the property of materiality (PeTe) and thereby affect ghosts.
Personally I have similar reservations to this as those already expressed. There is some theories that ghosts and other spirits are pure Form, with no Matter, which is why they are insubstantial*. To reduce a sword (or whatever) to its Form is the same as destroying it; dissolving the Substance and returning the Matter back to the universe. Messing about with Forms gets close to the Hermetic Limits.
[*basic hylomorphism as per Aristotle: The world is filled with unformed Matter and nomaterial Forms. Iin combination they make a Substance, which is what we see all around us. Even the wind is a Substance.]
However, the above may only be true of daimons (who reside in the Magic Realm). Other spirits might be substantial but composed of such subtle bodies that they do not interact with other substances in the normal way (hence their designation as 'airy spirits'). These subtle bodies can glide through other substances as easy as smoke glides through the air. In this case, a PeTe spell to destroy one property of an object -- such as its materiality -- might make a ghostly object that can be manipulated by spirits.
Both of these were valid medieval viewpoints, and actually discussed in period. Since magi have the ability to test these hypotheses, you may need to come up with an answer for your saga. Personally, the first works best for me. This allows me to say that Second Sight perceives Forms in a limited manner, whereas normal sight can only perceive Substances (or more strictly, the species produced by Substances). This is why Second Sight can pierce illusions; it gets a sense of the underlying Form, not the species created by the Substances. The latter explanation of ghosts et al. as composed of subtle matter just makes Second Sight an agglomoration of an acute sense for even very fine Substances, plus the ability to sense when a substance and its species do not match. No way near as elegant IMO.
Mark.
I was involved in a game where there was this spirit, with the shape of a bird and having Mentem form, and our magi couldn't do anything about it, so we got one of the grogs to shoot it with a basic, non-magical arrow. It hit the bird, and our storyguide determined that it incapacitated the bird. After it fell, the grog picked it up, snapped its neck and it died. Was this a mistake?
I don't see why a spirit need only be affected by insubstantial things. We don't really have a science of spirits on earth so I guess it's up to the rpg system to determine whether they are in general unaffected by physical things. I don't know where it says that; maybe someone could help point that out to me. Shouldn't the spirit need some special effect like "this guy happens to be immune to the following things..."?
Take the fire spirit... if it's made of fire, then other fire might not burn it the way it burns other things, but couldn't the other fire extinguish some of the oxygen the fire elemental's fire needs to consume, thus suffocating it in some way, or is that pointless since his fire has another source? How about water? Wouldn't ordinary water hurt the guy the same way that it would hurt fire? What if you drop a boulder on him? Does he pass through it or is he dead? (...pant...pant...too many questions too fast...)
I guess all of that is immaterial (appropriately) if the spirit has no connection to material things. But I guess I'm wondering is, is that necessarily true?
It's not a mistake if it works for you.
Chapter 7 of Realms of Power: Magic deals with spirits, and is pretty explicit on the matter. Spirits do not interact with matter of any sort.
A fire spirit is the spirit of a fire. It is not actually made of (material) fire unless it has a power which allows it to manifest in the material world. It is very unlikely that such a spirit would not have this power, in my opinion. When the fire spirit is using this power, it can be affected in exactly the same way as a normal fire. Whether the fiery body can be hurt by weapons (or boulders) is a matter of choice; I would treat them as fire elementals (also in RoP:M), which cannot be hurt in this manner since the matter of their bodies is too subtle.
Mark