I have never heard of an explosion occuring when making a very dilute H2SO4 solution. The dangers I've heard about with diluting H2SO4 have all been involving concentrated acid and water being added to the acid. (The heat of dilution causes the water to instantly vaporize which causes the acid to fly all over the place and spray everything in the area with concentrated H2SO4). When diluting acids, you always add the acid to the water.
To make a 0.02M H2SO4 solution, you'd be better of diluting an already made dilute solution of H2SO4.