I've never owned a progressive press, but have read that you shouldn't use the powder hopper that comes with them for Black Powder. I have never heard of one blowing up, but the consenus is that the plastic hopper can cause a static spark that might cause an explosion with BP.
Lyman makes a BP hopper specifically for BP and it can be adapted to a number of different brands of progressives
Lyman makes a BP hopper specifically for BP and it can be adapted to a number of different brands of progressives