"Pop Rocks" is an extremely cool candy to some people, but to other people it is just plain weird and they won't touch the stuff. Regardless of which view you subscribe to, you have to admit that it is definitely a technology candy -- nothing in nature works like Pop Rocks do!
So how do they work? One of the amazing things about Pop Rocks is that they are patented. That means that you can go read the patent and see exactly how they work. You can click here to see the patent -- this page is a synopsis, and if you click the "View Images" tag at the top of the page you can look at scanned images of the actual patent. Page 4 is the key page.
Here's the basic idea. Hard candy (like a lollypop or a Jolly Rancher) is made from sugar, corn syrup, water and flavoring. You heat the ingredients together and boil the mixture to drive off all of the water. Then you let the temperature rise. What you are left with is a pure sugar syrup at about 300 degrees F (150 degrees C). When it cools, you have hard candy.
To make Pop Rocks, the hot sugar mixture is allowed to mix with carbon dioxide gas at about 600 pounds per square inch (psi). The carbon dioxide gas forms tiny, 600-psi bubbles in the candy. Once it cools, you release the pressure and the candy shatters, but the pieces still contain the high-pressure bubbles (look at a piece with a magnifying glass to see the bubbles).
When you put the candy in your mouth, it melts (just like hard candy) and releases the bubbles with a loud POP! What you are hearing and feeling is the 600-psi carbon dioxide gas being released from each bubble.