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This is an old recipe I've heard many times and i've never head any one say it dosn't work.

6 parts potassium nitrate (Salt Peter)
4 parts sugar

melt over a light flame.
This dosn't mean in the microwave on low (I know some one who blew there's up discovering this).
You maybe able to use the stove but I do stress LOW.
It should melt into a gooy substance once it has put a fuse in it and let it dry.
Now you have a smoke bomb.