Why did my power supply fuse blew out on my Anet A8?
You need to closely look at how to connect to the output connectors. In this case it appears that you have wired it correctly according to the stamped in markings above the connectors. You have chosen not to connect the earth, this is strongly advised.

Did you check if the power switch matches the voltage of your country? If you are in Europe the switch should be set to 230&nbsp;V, not 115&nbsp;V (which is used in America).

E.g. for the following power supply you see such a switch on the side:


If a PSU is connected without load and works, and short circuits when externals are connected there are a few options:


there is a short in the connected printer board,
the load that the board takes is too large for the PSU,
the PSU cannot deliver the load,
the PSU was faulty to begin with.