Hi Eva!
This seems to be the most common question about the Fushigi ball, and unfortunately, it doesn't really make any sense. The Fushigi ball is just a normal metal ball for contact juggling, surrounded by a thin transparent shell. Metal balls and transparent acrylic balls have existed for years and have been used for the same purpose. However, the Fushigi company, after realizing that they were marketing a fire hazard to children with their original, normal acrylic balls, decided to put a metal ball in the center to decrease the lens-like effect (ever seen someone use sunlight and a magnifying glass to start a small fire?).
Acrylic balls themselves have been used in contact juggling for nearly twenty years. The illusion of floating comes from the "isolation" skill of being able to roll the ball over your body's surface while making it look like it's staying still. This enhances the idea that the ball is independent of the artist, and that it may float away like a bubble at any time. The fact that a good acrylic also looks like a crystal ball is, I assure you, purely coincidental.. ;)
The "trick" in the commercial that makes everyone think the ball is magic is when Kenny uses the upside-down "Thumb Hold" and then stares at the ball in disbelief. This always tends to get a gasp of disbelief from the audience. :) See http://www.youtube.com/watch?v=9IPqSoEHorU for an explanation of how to do it.
Anyway, if you're afraid of the fire hazard, either get a Fushigi ball or a colored acrylic ball, which will be much safer if left in the sun for short periods of time. If you're feeling brave, find a local juggling shop and be amazed at all the different kinds of beautiful balls you can choose from.
In any case, good luck with starting out.. Contact juggling can be very addictive!