One should note, however fun dry ice bombs may be, that their legality may vary depending on your state/country. Here in the sunny state of California, they are classified as destructive devices by the ATF, and as such, are crimes to:

Not that it's hard to get away with it or anything. Not that I'd know, or anything. Nope.

Anyway, read up to make sure you're not committing a big no-no in... wherever you come from.

See Section 12303-12313 of the ATF document found here: http://www.atf.gov/pub/fire-explo_pub/pdf/california.pdf