help expected. Insert a semicolon at the end

 var theParticles = GetComponent ParticleEmitter.particles;

To

 var theParticles = GetComponent(ParticleEmitter).particles;

And the full code :

 #pragma strict
 
 var burstEnergy : float = 10.0; 
 var explosionObject : Transform;
 
 function LateUpdate() {
 
  var theParticles = GetComponent(ParticleEmitter).particles;
  var liveParticles = new int[theParticles.length];
  var particlesToKeep = 0;
  for (var i = 0; i < GetComponent(ParticleEmitter).particleCount; i++ )
  {
      if (theParticles[i].energy > burstEnergy)
      {
          theParticles[i].color = Color.yellow;
          // We have so much energy, we must go boom
          if (explosionObject)
              Transform.Instantiate(explosionObject, 
                  theParticles[i].position,  
                  Quaternion.identity );
      } else {
          liveParticles[particlesToKeep++] = i;
      }
  }
  // Copy the ones we keep to a new array
  var keepParticles = new Particle[particlesToKeep];
  for (var j = 0; j < particlesToKeep; j++)
      keepParticles[j] = theParticles[liveParticles[j]];
  // And write changes back
  GetComponent(ParticleEmitter).particles = keepParticles;
 }