Here's a picture of a ceiling rose with the new Euro Colours rather than the Red & Black which you have...
http://www.flameport.com/electric/lighting_circuits/ceiling_rose_end_newcolours.png
The live runs off to the switch and the other wire that comes back from the switch is NOT Neutral - it's Switched Live - to turn the light on and off - You have connected this to neutral and when the switch is set to On the fuse will blow.
You will notice in the drawing that Permanent Live is not connected to the Lamp - only switched live - the one with the Brown Sleeve. You have connected permanent live to the lamp which is why the light is on when the switch is off. You have two wires to move.
Consider calling in an electrician if it's all too much for you.
Take care... Good luck...
Peccavi
September 2009