I think you might be getting confused regarding the phrase shatter "+ particles"
As there is no built-in clip effects command that does both at the same time.
The Shatter clip effects command will do one or both of the following:
1. Crack-apart your poly object into "shards" that you can animate by hand afterwards.
2. Same as the above, but with the option of turning each shard into a rigid body automatically so you can apply fields to them, such as a Radial field, to animate your "explosion".
To apply SHATTER and animate your shards (pieces) copy-paste this help docs link for Maya 8.5:
For Maya 2008, check the help index for it
Regarding your specific project, both Alien and Kratch have given you the 2 most common and easy ways of achieving your end result
PS, I deleted your previous thread regarding this same issue, so in the future, please do not double post
Israel "Izzy" Long
Motion and Title Design for Broadcast-Film-DS