A, when the electrical appliance is on fire, the first thing to do is to cut off the power supply. It is wrong to water, water can conduct electricity. Therefore, the option is correct;

B, liquid carbon dioxide fire extinguishers can be used to put out books, files, expensive equipment, precision instruments and other fires, correct.

C. The oil pan is on fire-put it out with a cover and use the method of isolating oxygen.

D, flammable gas, leakage may ignite the explosion. Closing the main valve and opening the doors and windows for ventilation can reduce the indoor temperature and dilute the gas to prevent explosion.

So choose a.