+ 1 James. Plugging in the main connector first allows large voltage differences (if there are any) in individual cells to equalize somewhat. If you plug in the balancing lead first the cells still try to equalize but through a much smaller gauge wire hence the "bottle rockets". Large differences in cells generally occur for a couple of reasons IE: Aging pack, Charging without balancing, Fast charging and Storing batteries fully charged for extended periods of time.
Rich