I found this old article on the BBC website and found it very interesting. Dr Damian Carrington explains why volcanoes explode. Dr Carrington explains that it all depends on the stickiness of the magma: if the magma is very fluid, the gases contained in it can easily escape (examples are Etna and Hawaii volcanoes); if the magma on the contrary is sticky, the the bubbles of gas cannot escape and an explosion is likely to occur (these are the cases of Pompei, Mount St. Helens and Monserrat to name a few).

The image illustrates the original piece on the BBC website.