Expanding Universe

In light of the recent NASA accomplishment, I began to wonder:

If space is a vacuum how do things stay together in space. Don't vacuums make things implode or explode or something? Did your high school chemistry teacher ever stick a marshmallow in a vacuum and show how it expands without air particles pressing in on it? So, if you stick a marshmallow in space would it fill the universe? Yeah, probably not. As soon as it hit the first star it would burn, turn black and deflate, and no chocolate or graham crackers! Or it might just freeze solid and not expand at all. Guess, NASA should should scratch that big marshmallow experiment they had planned for the next shuttle flight.