Testing a Hypothesis about the Supernatural

[LostLocke]

But the fact remains that the supernatural either exists or does not and science has no standing in making that determination.

I agree that it exists or it doesn't. And no matter how much we choose to believe or not believe in it, it makes it no more or less real.
But, if we have no way of testing for the supernatural, how can we even determine that it exists in the first place?
If 'Event A' happens, and it's claimed to be supernatural, there must be something about that event that gives you reason to believe that it is "supernatural" and not just "unknown". Supernatural is not synonymous with unknown, which is what a lot of people seem to be doing.