Light won't switch off after blowing fuse
What happened is that when you turned the switch on, the shorted adaptor drew an enormous surge of current through the switch. The fuse almost immediately blew and prevented a fire, but not before the switch contacts were welded together, forever locking the switch on.

The fact that the switch no longer "click"s is another symptom of the problem. The switch lever may still move, because they're generally connected to the contacts through a spring; this is to give them a "snap" action, but also allows the lever to move when the contacts won't.

You'll at least have to replace the switch; you may want to get an electrician to look over the entire circuit for damage.

Edit: here's some more info. First, an "autopsy" of a toggle switch whose contacts welded: https://www.youtube.com/watch?v=B306JLFjpqs

Second, a switch manufacturer's FAQ on the causes of contact welding: http://www.omron.com.au/service_support/FAQ/FAQ02182/index.asp