I think rover hit it on the head. Chances of an industrial windmill exploding is very,very, very small. Usually some one will clear the area if all of the brakes fail, so when it does blow, no one will get hurt.
For us people who like to play with our windmills, the most dangerous times are when you don't have a good tower (or lack there of). I found that out the hard way my self. An 8ft diameter turbine on a 6ft step ladder can produce way more force than two people can hold, especially in the 40 mph winds that the thrill seekers inside of us love. Mine blew up when the blades hit the ladder. Many of the pieces flew a good 60 yards behind me. The tip speeds were in the 100's of mph.
Be safe out there. There are more fun ways to die than getting hit on the head with windmill blade.