Hello, VintageGamerC64.
You have 2 options to do that.
Option 1:
When creating the explosion animation, just disable the "loop" checkbox, so the animation will not repeat endlessly. And use a transparent image for the last animation frame, like was done in the Copter game.
Option 2:
Another option is to create an object variable, for the elapsed time. Add 1 to the variable on animation frame. And add a condition, when elapsed==5 (or the number of frames in the animation) then remove the object.