This tutorial shows you how to make explosive ammo. Below are the steps how to do it:
1. Just get some strike anywhere matches.
2. This instruction won't work if you don't have strike anywhere matches. To see if you truly have a strike anywhere match, it should have a differently-colored tip from the rest of the match.
3. Put the match in the BB/pellet gun and make sure the tip is facing outwards, like in the image.
4. Just pump up the gun, cock it, then shoot it at a hard surface, preferably that is perpendicular to you. A rock works good. Enjoy a loud pop on impact, much like that of a cap gun.