Basically, I'm absolutely clueless. No idea how to do it with or without hard points. The thing is, all I did was change an effect already used. It was "com_sfx_explosion_lg.fx", the one used by the thermal detonator.
I've read the tutorials, but so far the only things I know how to do involve the ODF files themselves. I don't even know how to find out what hard points are attached to the grenade's mesh. I've tried the tutorial from secretsociety.com, and I can't make head nor tail out of it.

Once again, thanks in advance for any help given.

in the odf, it should already be set up to attach the effect. all you have to do is save the edited effect as a different name (that step took me a while to figure out, but its reallly important, and i usually just add _ctm or _custom to the end of the original name) and change the name of the regular effect in the odf (where it says attach effect = "[effectname]") to that of the edited one. save and munge and it should work

Well, thanks to you, I've got it working. Thank you!