Observe the furnace and note when you hear the exploding sound. Turn the furnace off as soon as you hear the sound.
Check the pilot to see if it is lit. If it isn't lit, inspect the pilot tubing for cracks and tears.
Vacuum the burner tops and nearby areas to remove any dust and debris that may be clogging the burners. Inspect the burner chambers for rust, cracks or tears.
Examine the igniter. Check to make sure the igniter hasn't moved out of position. Clean any dirt or rust off the igniter.
Call your service technician if you see soot around the burners or if the problem continues after following these steps.