Assuming you are using Maya's fireworks effect, do the following...
1) Under the FireworksRocketsGroup, select the FireworksRockets particle object.
2) In the attribute editor, open the Clip Effects Attributes > Fireworks
3) Pick which rocket you want to edit from the drop down menu labeled Firework Rockets
4) Now you can set the Launch frame and Burst frame for that rocket.
You can now select a different rocket from the drop down menu and set the launch and burst for that one. Remeber, if you vary the amount of time between the launch and burst, the rocket will move faster and this the explosion will be different.
I hope this helps.