Jerry... Thanks for the good advice. Believe it or not, I do have the Lee Autoprime, a single stage press, and 44Mag loading dies. I bought the Classic Lee Loader because it has been around forever, it was only $13 and I was curious how it worked. My curiosity has been satisfied and I do not plan on installing primers with a hammer anymore.
After loading about 100 more rounds with this device I am convinced the primer went off because of my inexperience with the device. The primer is installed when you drive the shell out of the sizing die. I was not putting sufficient lube on the early cases and they were sticking in the sizer die, so I had to hit it allot harder than I should have been. Now that I use sufficient lube the case comes out of the sizer die onto the primer in a much more controllable fashion.
Like Steve, I do trust this system. When the primer is being installed, the shell casing is completely surrounded by metal. The primer explosion can only go into the case and it is deflected by the priming rod that is being driven by a hammer at the moment that it goes off. The gasses come out of the top of the die. When the primer did go off it was a non event and if I did not have my fingers sitting on the top of the die holding the priming rod they would not have got any black on them.
This portable system did come in handy at the range today. I took the 50 rounds that I loaded yesterday along with the loading tool, the Lee autoprime, powder, primers, and bullets. After I shot the first 50 rounds, I reloaded them at the range and shot them again.
Chris