First go to C:\Program Files\Atari\RollerCoaster Tycoon 3\ParticleEffects
And backup CoasterExplosion.frw
Delete CoasterExplosion.frw from the particle effect folder
Now go to the firework you want to be your coaster explosion.
Copy that firework and put it in the particle effects folder. Done that?
Change the name of the firework in CoasterExplosion.frw
Now you have a new coaster explosion
Like:
I used this as previeuw as you see thats my coaster explosion
This also works for trains and stuff ,trains just change SteamTrainSteam.frw This is a previeuw of a few trains :http://www.youtube.com/watch?v=uj5HYA2wGSs