The explosion at around 3.30pm (2.30pm BST) blew out most windows on the 17-storey building housing prime minister Jens Stoltenberg's office, as well as nearby ministries including the oil ministry, which was on fire. [...] Norwegian news agency NTB said the prime minister is safe. Newspaper offices in the area were also reportedly damaged.
http://www.guardian.co.uk/world/2011/jul/22/oslo-explosion-government-building
Hopefully, this was nothing but an accident, such as a faulty gas pipe.
EDIT: As posted by Krigaren eg ikkje kjende, there are at least seven confirmed causalties due to the bombing and four due to a relevant shooting.
EDIT 2: http://www.guardian.co.uk/world/blog/2011/jul/22/oslo-explosion-live-coverage
