That usually means theres a short to ground somewhere. Could be in the lighter socket itself, but it could also be the wiring...
If you can get to the back of the socket, unplug it, try another fuse, and you'll be able to see if its the socket or the wiring.
If it still blows, its the wiring (or something tapped into the wires, like radar detector, GPS, satellite, lighting, etc).
If it doesnt blow, plug the socket back in, and if it then blows, replace the socket!
