Dynamo bike lights - unknown short circuit cause
There are four things you need to know:


Almost all (99%) of bicycle "dynamos" are in fact AC alternators and they produce alternating current (3~6 VAC) with a current limiter (usually 1A max). The frequency of the AC varies by speed.
Most dynamos tie one of the output legs to frame ground (neutral). The dynamo manual will tell you which, but if you don't have the manual you have to figure this out. Some will only have one output and this is the 'hot' side with the frame serving as 'neutral'.
Most dynamo lights take both AC or DC input. The LEDs internally rectify it to DC. 
Most dynamo lights have one of the input legs tied to frame ground (neutral). The manual will specify which, but you can also test it out yourself.


If any part of your bike's electrical circuit is accidentally shorted to ground, then the no lights will light. If the headlight draws more amps then the dynamo can produce, then the dynamo's current limiting / self protection circuit may shut it down. 

In order to diagnose the problem you're having, you will need a multimeter with AC voltage detection as well as a continuity tester function. 

a. Dynamo: First you should figure out which output of your dynamo is tied to ground/neutral and which is hot. If there's only one output, then it's 'hot' and the frame is ground. Use your AC tester to make sure the dynamo is producing around 5 VAC when the wheel is spinning.

b. Light: Use the continuity tester function of your multimeter to see which of the outputs is tied to frame ground/neutral. One of the two will be grounded. If there's only one input, then it's by definition 'hot' but check to see if it's actually shorted to ground. If it is, there's a faulty in your light.

c. Light Try powering the light with it removed from the frame and using a 5VDC  power source. A cheap USB power pack can be used for this or 4 AA batteries. Both are rather current limited so it's a good test to see if the light is drawing too much current (but you could also use your multimeter's current function for this). Your light shouldn't drain more than 2A in most circumstances.

tl;dr: My first guess is that your light ties one of the inputs to ground and you've accidentally setup a short circuit when you wired it in. My second guess is that your front light draws more amps then your dynamo can produce and it's shutting itself down to protect itself.