Choose your door segment. Put it in place. Select Entity mode from the Editing Menu item, left click the entity part of the door. Now look at the image from the view button. Change the data that is circled in red: strength and explodable. Play around with the strength until you have the right number. 1 usually makes the door go away in one shot. Zero means the entity is indestructable.
Edited note: I did some testing and apparently the doors I've used do not have any exploding pieces like boxes normally do. They simply disappear. Not sure how to make it look like it exploded at this point. Sorry
As opposed to Highlander.
