Lead a political party with an explosive start (4,2)

'lead' is the definition.
(I've seen this in another clue)

'a political party with an explosive start' is the wordplay.
'a political party' becomes 'DUP' (Democratic Unionist Party).
'with' says to put letters next to each other.
'an' becomes 'a'.
'explosive' becomes 'he' (abbreviation for high explosive).
'start' means one lot of letters go next to another.
'dup' after 'a' is 'adup'.
'adup' after 'he' is 'HEAD UP'.