DDreneeT,
No you don't need 800 speed film. In fact, 200 speed should work just fine. The light emitted by fireworks is very bright and is sufficient to record on film as long as you aren't a long ways off. Also, the slower the film, the longer the exposure time your camera's meter will select. With fireworks you DON'T want a fast shutter speed. You want a 1/2 second or so exposure to allow for the firework to move through the air and create the "spoke" effect. Too fast, and many fireworks will look like a ball of expanding "dots". Put too slow a speed and all you'll get is a big fuzzy ball of light. If you have a good 35mm camera with a decent lens (the "f" number on the lens will be f4.0 or less), then 100 speed will will do just nicely. Be prepared for a lot of "throw-away" frames, but you'll have enough keepers in the bunch to make up for it.
Also keep in mind that with the long exposure time, you'll need to hold the camera as still as possible. You can't hand-hold it. As I've said... use lamp posts, trash can tops, fence railing, pocket tripods, etc. to press your camera against to steady it.
allicat,
If you don't know how to change the settings on the camera then there isn't much you can do without learning to do so. There's a couple parts to your problem:
1) There's distance between your daughter and the castle. As light travels from your flash, it decreases in strength by the "square of the distance". If your daughter is 10 feet away and the castle is 20 feet away, then the light that makes it to the castle is only 1/2 as bright as the light that hits your kid. If the castle is 40 feet away, then the light reaching it is only 1/4 as bright. etc. If you're trying to light up the kid and the castle at the same time with your flash, it's a "no win" situation. Either there'll be enough light hitting your child (and the castle won't get enough... and be dark), or the castle (and your daughter will be overexposed with too much light), but not both at the same time.
2) Most on-camera flashes only have a range of up to 15 feet, or less.
So what can you do?
1) Look in your manual and see if camera has an "auto fill" flash feature. "Auto fill" meters the exposure for a scene as if you weren't using a flash, and then fires the flash so it emits enough light to "help" the natural light in the scene. If your camera is smart enough it will even know the distance the lens is focused at and "kick out" enough light to properly illuminate an object at that distance. This feature is also useful in sunlight to eliminate shadows under the bills of hats or in eye sockets.
2) Use higher speed film, turn off the camera's flash, and try and get your daughter and the castle in natural light that's about the same brightness.