They must have done something really wrong to blow one up. The military dive schools use their hyperbaric chambers multiple times a day, and I've never heard of one blowing up.
There are plenty of people out there with homemade chambers. Just take your time, do it right, and don't push the limits of your system. Think about it, reading that article, how high did they have to have the pressure to blow through steel? Know your materials, don't push the limits.
I used to specialize in commercial DC electrical work, and you knew better than to pass more voltage through a wire than it could handle. Just part of the job.