Generally, when we get more information about the exploding battery, we discover that the person who got hurt was carrying a loose battery in his pocket with change, keys, other metal objects, and it created a situation where the battery shorted out. In the case of a woman who put her extra battery in her purse, she thought it was safe because she put it into a separate pocket in the purse and didn't have the battery safely in a protective case. In this situation, I believe her keys were the culprit.
If you're using good batteries in your mod, taking care to lock the mech mod before putting it down/away when not in use, carrying your spare batteries in a case to keep it from coming into contact with metal... you should be okay. Of course, there are always instances of bad batteries, malfunctioning mods, etc. but those are pretty rare if you take the proper precautions.