Check the power toggle switch on the back of your computer. If you don't have too many excess components in your computer, then switch it to the lower transformer setting. Having way more power available than what the device actually uses is the number one cause of power-pack asplosion.
Also, make sure you have all the electrical connections polarized correctly. For example, if certain types of capacitors (usually the ones that look like a soda can and one wire is longer than the other) are plugged in the wrong way, they can (and depending on voltage applied, WILL) explode.
If everything looks like it should be working, all I can say is call Geek Squad.
Strange, maybe you arent hooking it up right?