Most likely the wire to the light is frayed or broken and touches the body of the car, thus creating a short. The body of the car is the 'negative earth' and the live wire is connected to the plus pole of the battery. If the insulation is broken the wire touches earth and thus the fuse blows. Another possibility is wrong wattage or voltage of the light bulbs, although that is most likely not the case here. The light switch could also be faulty. Just go over the system and the wires until you find where the positive wire touches earth. Is there a problem with the lights themselves? Are they correctly assembled? Check that too.