Shufflez,
Wasn't that dx7 supposed to be your Christmas present? Just imagine what your wife would of said if you burned down your house with a gift that you wern't suppose to be playing with yet [X(].
I did a little research and couldn't find much that would explain why the battery blew. When you have time open up the dx7 and see if you can find a hot (melted) spot.
Glad that everyones alright.

http://en.wikipedia.org/wiki/Ni-Mh