In the vacuum of space water can only have two forms, ice or gas. This is how a comet works. The ice of the cometry bodies sublimates directly from ice to gas as it nears the sun and gains energy. There is no water phase.
In the situation you are suggestion, the water would not explode (infact a human body would not swell up and explode either, that is simply hollywood mythology). The most likely scenario is that the liquid will start to evaporate while the temperature drops. It will then freeze at 0 deg, but continue to sublimate away until there is no ice left. This is assuming that the ice is exposed to sunlight. If it is shaded it will probably remain as ice indefinately. Just like a comet.
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