You're right in a certain way, but you may be disappointed to find out that human bodies will not explode in space. A human's internal pressure (the pressure of all of the fluids and gasses in our bodies) is equal to atmospheric pressure (when we are here on earth). That is about 14 pounds per square inch, or 100 MPa. Take a 14 pound weight and put it on your toe. It may be uncomfortable, but it certainly won't make it explode. When you are on earth, the internal pressure in your body balances the external pressure of the atmosphere, 14 pounds per square inch on either side. In space, you're right, there is nothing balancing the pressure from outside your body. But your internal pressure is still the same, about 14 pounds per square inch (actually the body's internal pressure can be changed significantly, as long as it is done gradually). And so you have the much pressure forcing things out, but luckily you have skin and a circulatory system and all those good things that keep the inside of your body protected from the outside world. Just like putting a 14 pound weight on your toe won't cause the skin to burst or rupture, being out in space won't either. Not for a while anyways. According to NASA, you'd probably suffocate due to lack of oxygen before anything else bad happened to you:

In space, there is no air, so life is impossible without some sort of support. Contrary to popular (Hollywood) belief, if an astronaut were exposed to direct space, he would not explode. Instead, what would most likely happen is suffocation due to the lack of oxygen. This can happen in a matter of seconds, and the person would lose consciousness quickly. Further, because there is no air pressure, bodily fluids would effectively boil away and out of pores and other exposed openings. This can take some time longer, around a minute. Tissue expands as a result of this boiling effect, but it is strong enough to resist “exploding.” Films that accurately depict this process include “Mission to Mars” and “Gravity.”