I just finished watching the new episode of Mythbusters. They burned a pail of thermite on top of some block of ice, and it exploded. Then they said that 'nobody knows why the explosion happens' and gave a couple of crazy theories. But the truth is very obvious and very simple:
1) Thermite is very hot.
2) The thermite turns the ice into steam the instant it hits.
3) At normal atmospheric pressure, steam occupies a much greater volume than the same amount of water in the form of ice.
3) The hot steam steam expands very rapidly, causing the explosion.
Steam causes explosions. It happens in all kinds of situations. 'Explosion' is just a shorthand way of saying 'gas expanding very rapidly' and it is obvious that ice turned into steam will generate a lot of gas in a very small space. I cannot believe that they missed this simple and obvious fact.