A sprite that explodes should be defined as a "Follow path exactly" sprite. The path it's on should have one point only, and then one delay. The delay should be equal to the length of the animation, which can be determined thus:
(26 - Animation_Speed) * Number_Of_Frames
Then, in the motion tab of the sprite template, for "At end of path" choose "Delete sprite"
This will cause the sprite to show up, animate once, then disappear.