In another thread a guy posted that if the ring lug on one or more of the glow plugs is touching the block you will blow the fuse.

This gives me something to look for on my car.

I had been searching the forum for info on how to see if the relay was bad. I finally found something when I searched for my actual symptom.
I searched for "Blow Fuse Glow." Much better results...

Replaced Glow Plugs

-Jim

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1995 S350D, Green with black leather interior.
Bought January 2008 w/ 233,xxx miles.
I did 22,000 miles during the first year of ownership.