Did you not leave space at the top and squeeze the excess air out?
If not, of course it exploded - you just heated up a load of air until it expanded more than the hot water bottle could handle.
Did you read the instructions? They're normally something like :
To safely use a hot water bottle, first, check it for damage. Let boiling water cool for 15-20 minutes before filling the bottle to no more than two-thirds full. Gently squeeze out the air before sealing the stopper tightly to prevent leaks. Always use the provided cover or wrap the bottle in a towel for safety, as the bottle should never be in direct contact with skin. Never use a hot water bottle in a microwave or as a cushion, and replace it every two years.
I think this might be a you problem, and anything with danger potential is an issue in your hands.