Putting globes in when the car is still running is why it blew. When ever working with electrical parts always have the car completely turned off. Once the parts are in turn the car back on to test and if it doesn't work turn the car completely off again and continue working.
2011 Polo GTi
This may not always hold true, and may not be why the original poster's case happened. CANBUS and many other modern cars still run small current even when the keys are out, and all power should be stopped. The only way to be sure is to disconnect the battery, which is somewhat annoying, but safe way.
As an example, when my interior lights and boot light are off, and the keys out of the ignition, there is still 12v@0.7mA running through those sockets.
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