Wiring error - one of the wires that appears to be a neutral - is not a neutral - it's Switched Live - to turn the light on and off.
You have very probably connected all the live wires together (correctly) and all the neutral-looking wires together (not correct).
In your situation the lamp lights when the switch is OFF and the fuse blows when the Switch is ON.
Check out this picture...
http://www.diydoctor.org.uk/project_images/electrical_safety/ceiling_rose.jpg
And if it's all too much for you call an electrician - they need the work!
Good luck...
Peccavi, June 2010