If you are immediately blowing the fuse, the hot wire is grounded somewhere.
Basically: 12 volts goes from the + battery terminal to the fuse, from the fuse to the light bulb, the light bulb lights and uses up some electrical energy, the other side of the bulb is connected to ground which goes back to the - battery terminal. If you take away the resistance of the bulb and connect the + wire to ground, you have a short circuit and the fuse will protect the wiring and car.
Many circuits on a car are grounded by the attaching screw. check to see if you connected the hot (+) wire to the grounding end.