In the movie G.I. Joe there was a scene when Duke shoots a belt of grenades to blow up a soldier. Is this possible?

Most times no. Hit the primer on the end and it very well may. SEARCH IS YOUR FRIEND.

seems plusable(sorry for my spelling) but i remember when myth busters tested if u can blow up a gas tank with a bullet and the bullet couldn't ignite it, so it probobly wont but who knows seems some thing thats perfect for mythbusters.

I have never seen mythbusters shoot an RPG.(its off topic)