How hard would it be to make a video of myself catching on fire like in the Love the Way You Lie music video?

Pretty simple, if you are willing to actually light yourself on fire.

With a computer, it's somewhat more complicated, especially to get a realistic effect. Even professional graphics artists have trouble making animated fire look real, and these are people who are paid to do exactly that for big-budget movies. It really is quite a difficult problem. That said, try looking up software related to video editing, 3D procedural rendering, etc.