There's your problem...change all of them to non-volume. Then create however many sphere you need for candle flames. Place them correctly then select Fire from complex fx (the clearish one) - you may want to stretch the spheres so they are skinnier as well. open up the material editor and select additive from the pulldown menu to the left of the first component window. Tweak the ambience until it is at the right brightness, and then adjust transparency as necessary. you can also swith to volume mode ans use base density for a more realistic flame...and in some cases is is faster than using regular transparency. Now do a test render and see if it worked. I apologize if this doesn't work, as I am doing this all from memory because I don't have bryce on this computer. Some of the stuff may be mis-named...hope it works.