Final Image

Step 1: Create the basic of the fire explosion

Start a new image 640 x 400 px and fill it with black.
Create a new (transparent) layer.
Activate the Brush Tool.
Choose the "Circle Fuzzy (19)" brush and set the scale to 5.40.
Set red as the foreground color.
Draw something like this.

Set yellow as the foreground color.
Draw something like this.

Set white as the foreground color.
Draw something like this.

Step 2: Add some blur to the explosion.

So far it doesn't look much like a fire explosion yet, after this step the fire explosion will start to appear.
Go to Filter > Blur > Gaussian Blur.
Change the horizontal and vertical blur radius to 100px.
Set the opacity of this layer at 95.

Step 3: Add some moving particles to the explosion.

Duplicate the explosion layer.
Check the "Lock Alfa channel" box in the Layer window.
Fill this layer with black.
Uncheck the "Lock Alfa channel" box.
Go to Filter > Noise >HSV Noise
Hold ness: 3
Hue: 180 (=maximum)
Saturation: 0
Value: 255 (=maximum)

Go to Filter > Blur > Motion Blur
Blur type: Zoom
Blur outward: checked
Length: 15

Go to Color > Levels and drag the white point inward.

Set the blend mode to Overlay and lower the opacity to 45.

Step 4: Add some clouds to the fire explosion.

Create a new layer and fill it with black.
go to Filter > Render > Clouds > Difference Clouds.
Use the standard value.
Change the blend mode to Soft Light

Create another new layer and fill it with black.
go to Filter > Render > Clouds > Difference Clouds.
Set the X and Y-size to 15.
Change the blend mode to Soft Light and lower the opacity of this layer to 45.
And you have the final result.