i am having the exact same problem... i did the code correctly... as far as i can see but the explotion variable slot will not show up

var explosion : GameObject;

function OnCollisionEnter( collision : Collision ) { var contact : ContactPoint = collision.contacts[0];

var rotation = Quaternion.FromToRotation( Vecter3.up, contact.normal );
var instantiatedExplosion : GameObject = Instantiate(
    explosion, contact.point, rotation );

    Destroy( gameObject );

}

the problem for me was that i had to go to component -> scripts -> projectile when i had missile prefab selected. This added a projectile script with an explosion variable that was empty. Then I was able to drag in the explosion prefab. Hopefully that helps.

I've never followed the tutorial, but I'm assuming it would be a user created variable in the script component of the Missile prefab.