"Explode" is a concept used by databases that have a controlled vocabulary or thesaurus, such as MEDLINE, CINAHL, and PsycINFO.
In these databases, the thesaurus is not just an alphabetic list of terms. Instead, the terms are organized hierarchically with major subject areas, such as Anatomy, Chemicals, or Diseases, progressively branching off into more specific terms, such as Bones, Steroids, or Metabolic Diseases, which in turn branch off into even more specific terms, such as Humerus, Cholesterol, or Diabetes Mellitus. Thus, the thesaurus can be thought of much like a tree, with a few very large branches from which many smaller branches emanate.
When you explode a term in a database that uses a thesaurus, you direct the system to search on a given term PLUS all the more specific terms that are nested beneath the original term.
Consider the MeSH heading Exercise, as depicted in this excerpt from Ovid MEDLINE's tree view:
Here you can see that Exercise is a specific type of Motor Activity; that Running and Walking are specific types of Exercise; and that Jogging and Stair Climbing are specific types of Running and Walking, respectively.
If you exploded the term Exercise, your search would bring up all articles to which the term Exercise was assigned, as well as all articles to which any of the more specific terms were assigned, including Jogging and Stair Climbing.
Conversely, if you do not explode the term Exercise, your search would only bring up articles to which the term Exercise had been assigned, but would not bring up articles to which any of the more specific terms were assigned.
Each database uses its own unique syntax to indicate an exploded term:
Exploding a Subject Heading will usually result in a greater number of results.
Usually you will want to Explode, or it won't make any difference whether you do or not. (Incidentally, PubMed, the free version of MEDLINE, automatically explodes all search terms, unless you instruct it not to.)
However, when in doubt, it is a good idea to check to see exactly what the more specific terms are before you Explode a term. Using the above example on exercise, you may decide that you want only articles that discuss the effects of exercise in general, and do not want articles about the various benefits of using a stair climber.
Bottom line: For most searches, it is usually okay to Explode. For systematic reviews, check the thesaurus before you Explode, and make a conscious decision before including it in your final search strategy.