I am also having the same problem. I have imported the shp files using Map Connect, I am able select very few objects and explode them, wanting to explode multiple objects I get an error message about unable to explode mapbulkfeature.
I have imported the shp files this way because if I use Map>Import>"abc.shp" Cad will crash and not load the entire file. The files I am working with cover Western Canada and Provincial data, They are enormous files. Not exactly sure what mapbulkfeature is, I am also very new to using shp files. Frustration and anger has set in!