I was needing explosions and other particle generated effects for my game and I have found these great free programs:

The best explosion generator:
http://www.geocities.com/starlinesinc/index.html

Great particle effects generator. The lite version is free and is still quite useful.
http://www.binarysun.co.uk/free-games/exgen/

If you know other programs for the same purpose post them here!

Thanks, those are both really cool and easy to use. I'd like to see programs like this as web applications.

Yeah, thanks for pointing this out. I'll try it.

Explogen 1.0
http://www.kenginegaming.com/poll/polls.php?poll=14&temp=main1

Simply Explosion Maker
http://www.east-power-soft.de/

There is a 30day trial version of particle illusion SE at
http://www.wondertouch.com/