> Again, I am not saying they are not related, I am pretty sure they are.
Then you have to explain exactly how physical particles interact with the supernatural consciousness, and for that you pretty much have to invent some new exotic physics.
>Why don't you believe they are two separate entities that interact in a two way manner?
Several reasons:
1) The theories underlying our understanding of fundamental particles and forces, have been empirically tested for decades to extremely high precision. We know they are correct in the domain of our daily experience.
2) There is no evidence that something outside the domain of applicability of our physics takes places in the brain.
3) Everything we've learned about the brain and consciousness thus far is consistent with our material understanding of the world.
So there is no reason to invent new physics to account for consciousness. If there is some evidence that shows our current physics don't work, we'll talk then, until that time, we don't need to.
In terms of specific evidence, I would point you to the Wikipedia article on Neuroscience and Free Will [1], which has a good overview of the field.
>When I choose to move my arm, my conciseness decides that, it somehow interacts with my brain, which starts firing neurons in the physical world. The consciousness becomes before the physical in that case.
That's patently not true. We know for a fact that is not the right chain of events. Neuroscience has known that for a while. In fact, your arm moves, and your mind becomes aware of it after the fact.
Sam Harris, in several of his talks gave a thought experiment in which he asked the audience to close their eyes and think of three cities, any three cities (you can try it yourself, it's pretty wild if you try to be objective). As you close your eyes, what you'll find is that three cities pop into your mind, it may be Paris, London and New York, or it may be something else. So then you ask yourself, why those particular three, and not another three? You may give yourself a reason such as "I just came from New York, so it was on my mind", but then, why that reason, and not another reason, and why not another city with its own good reason (e.g. "Istanbul, because you read a Wikipedia article about it last week).
What this shows you is that things just happen in your brain. Your unconscious brain processed the instructions in a deterministic fashion (following all laws of physics, mind you) and spat out a result into your conscious part, which itself is a product of natural processes. That you had some conscious input into this is an illusion, a very powerful illusion but an illusion nonetheless. It starts with neurons and ends with neurons.
[1] http://en.wikipedia.org/wiki/Neuroscience_of_free_will