Yep I'd agree with that, nice explanation David89

- OR if your pc can handle it particles can produce the same effect, I find this can be slow, but heres a very basic code example I wrote to fiddle with - you can change the size, color, speed and gravity of the particles
make light 1
set point light 1,0,0,0
color light 1,rgb(255,0,0)
make particles 1,1,10,20
set particle gravity 1,-3
set particle life 1,15
set particle speed 1,0.005
do
sync
loop
However personally I much prefer making an explosion animation in a 3d program, various plugins are available for 3dsmax. A cheap alternative is maybe getting Cool3d on the front of a magazine or somewhere, from what I remember it has some cool particle and explosion effects
Anyway once you have a nice quality animation, either play it onto a plain, or even quicker, save it as separate tga files and rotate through the textures on a plain....
Then 'set object light xx,0: set object transparency xx,0' and ghost it if you wish.
For a nice example of this please download and try my Quake 3 demo at
http://www.darkbasicpro.com/apollo/view.php?t=6917&b=1 and post an fps
an ingame shot of this style explosion in action:
Hope this all is useful to ya

Btw there are quite a few sites on the web with free explosion generators, and DiV also has one.