Google yourself

google about "gimp fire effect" and you will find some tutorials that helps you creating a fire-sprite. also many nice smoke-effect-tutorials are available
then you should try the particle effect builder (
http://www.opserver.de/coni_users/web_users/pirvu/au/demo/zips/peb.zip). this tool can help you generating the effect. you can create with this tool combined effects (fire and smoke) and build so your professional explosion.
a good explosion-effect consists of a few different effects, like 2 or 3 types of firesprites (for the hot core and the colder flames outside) and smoke. also the particle-flags are important (especially bright and overlay).
the best way to find the effect that fit to your needs is to play with PEB around