Actually
it is possible, although unlikely, that they will explode.

However, for a more satisfying pyromaniacal experience, try setting fire to a lithium ion battery, such as that which powers most digital cameras, camcorders and laptops these days. I believe such devices contain ether, which is highly flammable, and which has been responsible for several laptop computers bursting into flames over the last year or three.
( K2k6 has a proper job these days, Mon 5 Nov 2007, 10:41, Reply)