If the fuse is blowing it will be either a live to neutral fault or a live to earth fault if the light isn't double insulated.
To identify the exact cause, firstly have a look at all the parts you can get to - plug, flex, lampholder.
I'm assuming you don't have an insulation resistance tester, but you could take the lamp out and use a cheap multimeter to test between live and neutral at the plug, then live and earth. There should be a resistance of at least 2M Ohms.
Adam, November 2009