Question: When the Black Pearl arrives at Port Royal, and the two pirates, Ragetti and Pintel go after Elizabeth, she runs to her bedroom and throws fire on Ragetti's head. These pirates are cursed, and therefore cannot feel anything. Why then, does he yell as if he could feel the fire? Isn't that a mistake?
Answer: I think it is a deliberate mistake so the curse isn't revealed too early. If he did not react to the coal, the moviegoers would mark that as a mistake that he didn't feel pain from hot coals.
Answer: Ragetti (amongst others) is indicating that the undead pirates do feel pain. In example Ragetti talks about his wooden eye and how it "splinters terribly". He also screams that the coal is hot and that it burns him. Another pirate screams in agony when being stabbed. As Barbossa states; they can't feel pleasure in any form but mentions nothing about pain. The curse is meant to punish the greedy who stole/steals the gold. What better punishment than let them suffer by not feeling what wealth can bring in form of pleasure by flesh and food but only take away that part and leave the "bad" feelings like pain?
Fairly logical - just one slight chink: At the end, when Jack and Barbossa fight, Jack stabs Barbossa right through the middle - if the curse is punishing them in this way, Barbossa should be feeling quite a lot of pain. Yet he just sighs, pulls the sword out, and stabs Jack with it.
When Barbossa is explaining the curse to Elizabeth he says, verbatim, "I feel nothing." Therefore, Ragetti can't feel that the coals are hot.