Natural or material entities are entities for which we have, or can expect, evidence. Supernatural entities are those for which evidence is, by definition, not possible. Supernatural entities are not susceptible to science and reason (though their supposed effects might be), so if you need to affect supernatural entities directly, you might try magic spells or other invocations instead.
If these are the only two categories available for entities of agency, then some people will accept that both categories are "real", while others will accept only one. Personally I think that the material realm is real and the supernatural isn't.
During a debate I attended on 29 November 2009 at Wellington College, on the motion "Atheism is the new Fundamentalism", the tentative wording of the Atheist Bus Campaign was brought up, and Anthony Seldon, moderating, interjected to Richard Dawkins, "Does that mean there may be a God?"
Dawkins replied, "There may be a leprechaun."
Lord Richard Harries took extreme offence at this. "You can't let Richard get away with that. That's a ridiculous remark. You cannot confuse the God of classical theism, which has animated the whole of western philosophy, with a leprechaun."
"Why not?" asked Dawkins. "Why not?"
The video clip is here (there's a general discussion of agnosticism vs atheism, and the wording of the Bus Campaign, but the above exchange begins at about 6'50"):
http://youtu.be/ea1r2FIW6xQ
Harries' umbrage illustrates the fundamental conceit of theological thinking. By taking the existence of the deity as an unquestioned presupposition, theology has built up an intricate and largely impenetrable cat's cradle of obfuscation. However many billions of words have been written on the subject, at bottom there's no evidence that the object (God) of the subject (theology) actually exists. It's all so much hot air, with a degree of reality exactly on a par with a leprechaun.
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