Tony, you can do the install with the car sitting on its' wheels. You do NOT need to remove the shocks - you can if you want to, but there is no need.
And - no - they won't blow up if you do. The springs are held onto the shock by retainers top and bottom, and the shock is internally assembled and will not come apart just by removing them from the car. If you remove them, they'll just come out in one piece, for you to clean and make shiny. Keep the insurance money for gas.
It's an easy job. Get on your creeper and try to stay awake under the car
while you bolt it in.