Hexane, a component of gasoline, releases more energy per mole when it combusts than does nitroglycerine when it explosively decomposes. Explain why hexane is a better fuel and nitroglycerine is a better explosive.

Is it because hexane release its energy more slowly over time and nitroglycerine releases its energy all in one burst or am I way off with that?

I think you are on the right track. It's a matter of rate of reaction. Think kinetics. Think activation energy.