Some of you may have seen Commander L's
"L does Hidden Lotus" animation.
If you've seen it, you should know that it's excellent.
In this tutorial, I'll show you how to make the "bang" for when the character jumps off what ever surface he's on.
Here's one I made:

Piv:
http://pivothost.org/public/pbserver1/1192707785.piv
Excuse the red.... :P
It can be used for a lot of things, like a very heavy object falling out of the sky (gray recommended).
Here's how I did it (slightly different to how CL did it):
Frame 1:
The initial pow. Place
this stick where the pow is gonna happen (obviously..).
Frame 2:
The start of the pow growing. All you have to do is use
this smoke stick to make the stick we used for the first frame. Delete the pow from the first frame so that you can't see the onion skin and make sure it looks bigger.
The next few frames are just making the smoke bigger and make is lighter.
Ease the growing to a stop. Here's how I did it:
Smoke size/colour 1: 100/Dark red.
Smoke size/colour 2: 110/Dark red.
Smoke size/colour 3: 114/Dark red.
Smoke size/colour 4: 117/Lighter red.
Smoke size/colour 5: 119/More lighter red.
Smoke size/colour 6: 119/More lighter red with horizontal transparency over it. Transparency:
http://www.droidz.org/resources/transparency_super.stk
More pictures will be added if requested.