Yes, it will want to fall apart. That is the nature of an unstabalized burl. Take tiny bites with the gouge just until you knock to corners off. If you make it this far, then switch to a skew, and above all else keep your tools very sharp! Small bites and have the CA handy. Good luck to you!
Not all burls will explode. If it is a nice tight burl without voids, you can turn it without much fuss. It is when the burl has lots of voids that there is a good chance of explosion. Pick your blanks carefully and you probably won't have any trouble.
I have never stabilized any of my cherry burl blanks and they turned very nicely. However, you will want to have that CA handy just in case.
I have a ton of cherry burl pen blanks that are dried and ready to turn. Send me a PM if you're interested.
I've found that while cherry burl does have some natural voids, it is actually very stable for burl wood. I've never had one blow up on me. Use sharp tools and a light touch and you'll be all set.