If you don't have one already go out and buy a multimeter. You can get one for 20 bucks at radio shack. It will have a switch where you can measure resistance. Take the fuse out and hook one lead to the side of the fuse that goes to the car wiring and the other on the chassis. It will probably read 0 (ohms) because there is a short.

Now take out all of the bulbs and whatever is fed from that fuse. If it still reads 0 (full needle deflection) then there still is a short. Inspect the wires you can see if bare metal wire is touching the chassis.

If a wire goes behind a firewall or somewhere you cannot see then isolate that branch by cutting the wire. You will see when you find the branch that is shorting when the needle does not show 0 (full deflection). Note that a bulb/motor/coil can show very little resistance and you will have to look carefully to see the difference between a short and a bulb on the multimeter.