*The surge suppressor will blow up when it is not properly grounded. It is designed to absorb the surge and then dissipate it to ground. With no ground it just overloads, but still provides some surge protection though it is only once. Proper surge protection begins with good grounding.
Siemens has a comprehensive online training manual that explains the process in simple terms and also shows their products. Here's an excerpt: "The clamping voltage rating of an MOV is greater than the normal supply voltage. Therefore, when a surge occurs and the clamping voltage rating of the MOV is exceeded, the MOV switches from a high resistance path to a low resistance path and excess energy passes through the MOV to ground, bypassing the connected load".
You can read the whole instructional manual here: