Gelignite was an explosive material which contained in it nitroglycerin. It could be detonated by gunshot or grenade. (TV: Pyramids of Mars, Battlefield)
Ernie Clements kept a store of gelignite which he used for fishing. It had started to "sweat", or exude nitroglycerin, making it extremely unstable. The Fourth Doctor used a box of this explosive to destroy the Osiran war missile being created by Sutekh's servitors. Sarah was able to detonate the box by shooting it with a rifle. (TV: Pyramids of Mars)
As a teenager, Ace had homemade gelignite—an early version of Nitro-9—which she told her art teacher, Mrs Parkinson, was a lump of school plasticine. Mrs Parkinson brought it back to the art room, Ace then threw a live grenade into the room, which landed and exploded "right in the middle of Class 1C's prize-winning pottery pig collection". (TV: Battlefield) She was ultimately suspended for blowing up the art room, in her words as a "creative act". (TV: Dragonfire)
Ace was attempting to extract nitroglycerin from gelignite when she was transported to Iceworld. (TV: Dragonfire)
Behind the scenes
In the real world, gelignite, unlike dynamite, doesn't sweat and can't be exploded without a detonator.