Chance of rolling 6 on 1d6 is 1/6 = 0.1667 ~ 16.7%.3d6 with one exploder hits 20+ 7.23% of the time, or once every 13.8 rolls.
4d6 with one exploder hits 20+ 20.9% of the time, or once every 4.78 rolls.
5d6 with one exploder hits 20+ 43.1% of the time, or once every 2.32 rolls.
So if you roll X dice and one explodes, that's the same as the probability of rolling (TN - 6) with Y dice times the probability of the exploding die (1/6).
So for example, let's say our TN is 20. 20 - 6 gives us an adjusted TN of 14 or higher for three dice after the first die explodes. The probability for rolling 14 or higher with three dice is the sum of the individual probabilites:
14: 6+6+2, 6+2+6, 2+6+6, 5+6+3, 6+5+3, 6+3+5, 5+3+6, 3+6+5, 3+5+6, 5+5+4, 5+4+5, 4+5+5, 6+4+4, 4+6+4, 4+4+6 (15)
15: 6+6+3, 6+3+6, 3+6+6, 5+6+4, 6+5+4, 6+4+5, 5+4+6, 4+6+5, 4+5+6, 5+5+5, 5+5+5, 5+5+5 (12)
16: 6+6+4, 6+4+6, 4+6+6, 5+6+4, 6+5+4, 6+4+5, 5+4+6, 4+6+5, 4+5+6, 5+5+6, 5+6+5, 6+5+5 (12)
17: 6+6+5, 6+5+6, 5+6+6 (3)
18: 6+6+6 (1)
Or (15+12+12+3+1) divided by 6^3 = 43/216 = 0.199..
So, just to recap for anybody I lost there. Your chances of rolling 14 or higher on 3d6 is about 20%. If you assume that one of the die explodes (i.e. it rolls a 6 and you roll it again), then your odds of rolling 20 or higher are (1/6)(43/216) = 0.0331, or about 3%.
Now, that could be a little higher if the other dice explode when they hit 6, but generally speaking you are, as Frank pointed out, probably looking at rolling a 20+ about every 30 rolls using 3d6. I don't even know how Tussock got his numbers.
Assuming I can do math at all.