No, the fuse doesn't blow instantly when I put it in. It sort of sparks a little when putting it in and still would not work. I have disconnected the headlamp bulb to see if it's the bulb at fault but the fuse still sparks when putting it in so I guess it's not the bulb connector, right?
By the way, the other headlamp light works fine. Would you advise I open up the fuse box casing and try fixing it?