Originally Posted by Gerkraz

Make sure the nail you're using isn't too large. If the hole is too large instead of having the CO2 escape forwards, propelling your projectile, the CO2 cartridge might just explode. Just like any other pressurized container (a plane, a scuba tank) a small enough hole won't allow all the gas to escape at once, but if the hole is big enough, then all the gas attemps to escape causing explosive decompression.