I haven't used it, but isn't that because it expects you to draw them with additive mode, not regular blending?
Because if that's your only real problem, the other two can be solved with some small scripts quite easily.
It doesn't have blending modes or alpha values etc. It is easy to use and produces good looking explosions though. I tried using paint.net to replace the black background with a transparency - this worked but the end effect was no where near as pretty.
I don't use an explosion generator, just lots and lots of particles.
I was using particles - lots of small dots that gradually faded out as they moved out. I quite liked the effect but it was you guys that said I should explosions

39K scores. Option to window size would be nice.
I'm not sure how to resize the window when you have set graphics to display ie the moon base and the aliens etc are all a set size. Did 39k get you on the high score list and did it display your name? I was having issues with no new names displaying even though it worked fine for me.