Evidence of Ghostly Apparition at Habitat for Humanity Triggers Burglar Alarm!

This is a fairly convincing video of a ghost who is theorized to be attached to his or her belongings donated to the Habitat for Humanity.  It actually triggered a burglar alarm!  A paranormal specialist was called in who said it was some of the best footage he's ever seen. I don't normally go for these kind of stories but this one is very intriguing.



I guess my main question is how can this be possible?  How can there be a world in between ours and another?  Why would any alleged ghost want to hang around in a world where they can't experience anything?  This is so bizarre.  
Apparitional Experience - Wikipedia