How to Become a Ghost Investigator
If none of the paranormal experts you've met have been able to deal with your ghost, it may be time to take matters into your own hands and become a ghost investigator yourself.
Research
According to eHow, the first place to start should be with research. Read all you can about ghosts, extra-sensory perception, and related topics. This will enable you to differentiate, say, between ghosts and poltergeists when you encounter them in the field. Even Van Helsing had to start by being an expert on his subject.
Equipment
Next, get some equipment. At the very least, get yourself a pen and notebook to record suspicious supernatural activity. Cameras and audio recording equipment should be next. If you want to get really high-tech, an EMF (electromagnetic field) detector, which is sensitive to disturbances in the electrical currents around you, should also be on your shopping list.
Training
You may also want to seek some formal training in the field. Accredited academic institutions in the United States do not offer the opportunity to major in paranormal studies, but related disciplines can teach you information that you can later use in dealing with the supernatural. As an example, the Center for Consciousness Studies at the University of Arizona discusses issues related to extrasensory perception, and the Princeton Engineering Anomalies Research program at Princeton University has a mission to "enable better understanding of the role of consciousness in the establishment of physical reality." For a longer list of programs at well-regarded schools around the world that can give you a background relating to paranormal studies, try the Parapsychology Degrees article at Hollow Hill.
If you already have a degree in another area and want to make a smaller investment of time and money, try taking a seminar offered by a paranormal investigation group. Grimstone, Inc., operating out of Michigan, often holds seminars to educate the community at large (including the Michigan Horror Writers Association and the Kiwanis Club of Whitmore Lake) about the world of the supernatural. You may be able to find a similar seminar in the New York region.
However, if you think hunting ghosts is likely to be a profitable career, think again. Most paranormal investigators are in it as hobbyists and because of their curiosity about the spirit world, and do not charge clients for their services. If you want to turn your paranormal expertise into a business, that will take a lot of luck and marketing. It may be better to do something else to pay the bills, and look into strange happenings on the weekends.