A heater CAN explode if - as everyone has said above - you leave it on while performing a
water change (i.e. if it is exposed to air and it is turned on). It's best to always turn your heater off during a water change AND still keep it submersed. When I perform a water change, I turn my heater off, and I keep it underwater all the time during the water change. I basically never take my heater out of the water. It is safest to take your heater out of the water when the water's temperature is the same as (or very similar to) the air temperature in your room. It is the sudden changes of temperature that cause the heater to explode.