I don't think I should divulge the ingredients, you'll only worry about them!

Simple really though:

Vegetable Oil (New or used)
Caustic Soda
Methanol

There's an art to making it, but once you've got it nailed its easy enough. Only problem is obtaining enough oil, as I'm too chicken to ask shops for their waste oil!

The only 'explosive' ingredient is the methanol (being rocket fuel!), but as long as it's kept at a sensible temperature it's quite safe. The biodiesel itself isn't even flammable unless it's heated up substantially first.

Just to note, if anyone is thinking of buying one of the pre-made set-ups, for making the biodiesel, you can get on trademe for something like $2000, dont bother. You can build a much better system yourself for less that $500, instead of the plastic tank and funnel they give you for your $2000.