I actually read something about this (No idea where). It went along these lines: The inevitability of death is the single most threatening and fear inducing aspect of being a cognitively developed human being. Even though we don't all (but I'm sure some do) run around flailing our arms screaming because we will one day die, the idea of it effects us greatly. To overcome this, it is theorised that people have developed concepts/religions/explanations that make our fate less threating. If we believe that there is life after death etc. etc., it isn't so bad. I think also that the supernatural is often used to explain the unexplainable (lol). So people's minds have developed to a point where we are unable to just accept that we cannot explain some things, and so instead we developed explanations that surround the supernatural.

Good question. You might find this article interesting: http://cas.bellarmine.edu/tietjen/images/new_page_2.htm

I didn't read that book but I think either you or it's author have it a bit wrong. Saying "...shaped by evolution for a specific reason..." makes it sound like evolution has intent and purpose. It doesn't. Random mutations caused small changes in our ancestors. The great majority of those changes were either neutral - had no effect - or were bad. But a few actually were helpful. The measure of worth is number of offspring that survive long enough to have offspring of their own. So bad changes tended to disappear because those individuals would die young and/or have children that do. Good changes tended to spread through future generations because those who had them tended to have more healthier children. Nothing actually evolves *FOR* a reason. As for that part of the brain - I'm not sure there is a bit that can be pointed too that causes us to believe in supernatural. But people have evolved a very advanced capacity for pattern recognition that in general has helped. But sometimes it finds patterns where there are none. And I think that's where our irrational beliefs come from - superstition, religion, ghosts, afterlife... All of that.