Purchase 3 urns from Hans at the Pelts and Hardware store. It is best to purchase all three at once since it can be difficult to skip a ghost, and the urn will be consumed even if you have captured a ghost previously.
The first ghost, Bardi, is usually encountered on the way down through the first area, before coming to flat rock.
The second ghost, Helgi, is usually found east of the flat rock.
The third ghost, Valdimar, is usually found at the beginning of the final area.
Return all three urns to the shopkeeper.