If you've got things exploding, the main point I'd make is slow down.
First make sure you're familiar with what the marks on the schematic actually mean before you start plugging them in. Polarity of components, units of measurement, voltage ratings of parts and so on. Locate any data sheets you might need. Once you're sure of that, start with some very basic circuits. An LED, a basic single transistor amplifier, stuff like that. Make sure you know how to use your multimeter to measure different areas of the circuit. Then just build up from there to more complex circuits as your understanding of how it all works increases.
Going from a schematic to a breadboard/perfboard/PCB usually requires you to have some basic understanding of what is happening electrically. Sure, sometimes a REALLY simple schematic might be possible to copy visually to a perfboard or something, but generally speaking you need to know what the parts are actually doing if you want to convert from a schematic to a layout because they're going to look very different. As a simple example, if you see a triangle with 3 connections representing an opamp that in reality is a rectangular chip with 8 pins, you're in trouble if you don't know how to check the pinout on the data sheet, identify the pins and connect them appropriately on the board.
So yeah, basically take it slow and understand the circuit first, then how to move the circuit from a picture to a board will come naturally. That, and what everyone else already said.