when i have an explosion the flames are bad and in the shape of squares.
If I'm guessing correctly, you're using particles. You need to change the shader the particle renderer uses so that they will take into account the alpha channel of the particle texture. All particles are basically square, but you put textures on them that have something non-square with an alpha channel. Usually the alpha channel controls which part of the texture will be more transparent. If you use a shader that doesn't even take the alpha channel into account - the particle will be square. Another problem might be that the texture you're trying to use doesn't have an alpha channel, or was imported into unity with the wrong settings (DXT1 instead of DXT5 for example).
Read up on the Particle Renderer component in the manual...