Natural and unnatural really depend on if you consider humans to be part of nature.
Here's my quick test if I'm ever unsure: if it exists in the universe and its subject to the laws of quantum mechanics or gravity, then it is natural.
Things that natural: gluten, caffeine, genetically engineered organisms, crack, black holes, Craig Venter, Ramses II, Joseph Smith, L.Ron Hubbard.
Things that are supernatural: ESP, ghosts, goblins, flying witches, faeries, Dracula, Santa, Zeus, Allah, Elohim, Xenu.
I find that this definition avoids a lot of confusion.