You have wired the ceiling rose incorrectly - when the lamp lights the switch is actually set to Off - When you put the switch to On (in the mistaken belief you're turning it off) the wiring fault connects live to neutral with no lamp in circuit to act as a load.
The Live wires do NOT connect to the lamp - they just connect to one another - a wire from the switch that may well look like a neutral wire will be switched live to turn the light on and off.
http://local.diydoctor.org.uk/Advice_on_Wiring_a_Ceiling_Rose_Glasgow-r1292199-Glasgow_SC.html
Peccavi
July 2011