I also posted this at All About Circuits but I thought I would get some more opinions as I'm quite worried.

I was using my power supply to power an electronics project (Super OSD.) The power supply is a TM035-3/GM035-3 0-3A 0-35V CC/CV power supply. When I turned the supply off, then on again, it made a little pop sound from inside and the RCD for the sockets tripped. (Lights remained.) It also blew the 5A mains input fuse. Obviously both safety features helped protect against a bad failure. After untripping the RCD and replacing the fuse, all is well - it still works perfectly fine. I am now a little concerned about how the power supply blew both the fuse and tripped the RCD! I have turned the supply on and off many times before. I am thinking inrush current but why only this time?