Its a reasonable question. If you did it such that the explosion was on the earth facing side, you would impart a significant amount of energy to the material ejected. Some of that would move in a retrograde motion to the moon, thus reducing its orbital velocity and lowering its orbit relative to the moon. Other material would have the opposite effect, and material ejected perpindicular to the orbital plane would find itself in a very strange orbit indeed (probably reconnect with the moon later as the orbits eventually intersected).

I can't imagine though that you'd get enough of it into an orbit that intersected the Earth's atmosphere to do any sort of damage. You might have some great meteor showers as it entered the atmosphere but probably no chunks big enough to reach the ground.