Fuses are able carry more current than anything else on that circuit. If it blows it's because the fuse is somehow being directly connected to a _very_ high current. (It blows, shuts off current and prevents some expensive component farther down the line from getting toasted)
The most likely reason is a hot wire somewhere is grounded to the frame.. this wire could be pinched under a bolt or it could have some of it's insulation torn off or similar. If you did any assembly to that (new?) bike, double check everything you did.
An unlikely reason for a blown fuse is you installed something that draws way too much current, like maybe a 300 watt headlamp.
Are you using the correct fuse.. like 10 amp or 15 amp or whatever rating is specified?