This shot was a long time coming.  Over the past three years I've tried various ways to shoot fireworks, however; it wasn't until this year did I apply my methodology of shooting lightning strikes to fireworks.  Basically, what I did was set up my tripod with my Canon 10D and a 17-40 lense wide open.  To achieve the shot I went to full manual mode and set the Time Priority to 'bulb'.  This means that when I press the shutter button and hold down my exposure will be 'active' until I release the shutter button, and I will have captured everything that happens during that time frame.  If you have further questions on how to use this technique to shoot fireworks, please, add a comment and I will answer you in the comments for all our other readers benefit as well.