Used my fireplace, a cheap candle and some WD-40 to punch up the fire. In order for my hand not to show up on the picture (and the can of WD-40) I had black gloves on and a black pullower and ducktaped the can with black ducktape. I had the shutter on bulb, used a remote and as soon as the shutter opened I started spraying WD-40 on the fire, when I was done with that I used a lamp to illuminate the fireplace to make sure my hands wouldn't show up on the picture. The shutter speed ended up being 17 seconds in this paticular shot. And the focal length was at 18mm with the kit lense.
Photoshop work: I didn't like the color of the backround so i desaturated it and finally I did some USM.
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Hope you didn't loose your eyebrows on this one! I have no clue what the candle is sitting on, which is a little disconcerting. I think a pure black background, a more centered composition, and more tonal depth and detail in the flame (though it's quite impressive as it is) would make this really stand out. (Easier said than done, eh? ;-) ) Good job!
I cannot begin to phantom how you made this candle appear explosive is the flame it is firing off much less how it survived long enough to retain it's waxy shape given the heat that it has to be expelling. The candle and the explosive flame is what arrests our attention first off. Upon second look, there is an unflattering ground plane on the bottom half of the image - I say unflattering for it adds nothing to the overall composition as that it is a distraction. A solid black backdrop to keep attention focused on this explosive candle would be much better for the composition. This may or may not be possible as I look more closely and take notice that this action maybe taking place in a fiireplace for safety reasons. If so then a simple run through photoshop/paintshop to Burn - darken the areas that are distracting would be an alternative. Another suggestion is that you could build on the simple presentation by adding a few more elements into the scene to play up the 'supernatural action' of the exploding flame from the candle: A scene where people are sitting around the table at a seance, a ghostly figure off in the background, a book on hauntings laying next to the candle etc, etc, etc.