Sounds like the power has nowhere to go. Try putting a redstone energy cell next to the refinery and see if it starts filling. Also, make sure the little tanks on the refinery are filling up with oil. You might have it backwards and with no work to do, it won't demand power and so your engines will just heat up and store it until they explode or you stop them. I suggest you look into using iron and gates with red pipe wire to automatically power down your engines if they turn red. That way they won't explode. Fuelled combustion engines receiving a redstone signal with no output will produce energy, heat, and eventually blow up.
If that doesn't work, you should post some pictures of your setup for further assistance. Check here http://minecraftbuildcraft.wikia.com/wiki/Minecraft_Buildcraft_Wiki for more info.
Having built an extremely efficient and hands-free 36-combustion engine powerplant... I suggest looking into the MFR harvester with a pumpkin patch feeding seeds to biofuel reactors and biogenerators. I use an automatic crafting table to turn the pumpkins into seeds. It's extremely cheap, easy, scalable, hands-free infinite power source.