My lights normally light up when I open the door but all of a sudden they stoped, so I checked the fuse and it was blown, so I replaced it and it blew just when it made contact.
I have not modified anything to cause a short in this circuit/ Where and what I should start looking ???

 

I would check the switches in the door jam, one probably up and is shorting out.

 

The door switches provide ground to the circuit, so if they short out they simply turn the light on all the time. This is not some dumb Ford with Positive trigger door switches.

Don't answer if you don't know!

The dome light (light at the top of the inside of the car) is controlled by the room fuse, which powers the Radio, ECU, Power antenna relay, idiot lights and clock, as well as the theft system. If any of those things are aftermarket (such as the radio was replaced with a non stock radio), that is where you need to be looking. 90% of the time it is related to a bad wiring job on an aftermarket radio.