The blue wire is the right one to use, on the driver's side, but NOT as a power source. It purely feeds the relay's pin 85 (which is the activation positive pole). Your switch inside should be earthed on one pole, and the other pole runs out to the relay onto pin 86.
With that setup, when high beam is active, all that's going to happen is the relay will turn on when the switch is turned on.
Then, you connect pin 30 of the relay to the battery positive with a nice fuse that will handle the draw of the ballast (forget the globes, look at the ballast). Connect pin 87 to the positive input to the ballast.
Now what you have is a set of driving lights that will only be able to come on with the high beam, and you can switch them off with the switch (but not turn them on independently of the high beam, which is the legal way to do it).
What caused your fuse to blow? My guess is a difference in the way they want the wiring loom to operate, perhaps they were assuming a negative switched headlight, which means you're dead-shorting the high beam through the switch and by installing a large enough fuse inside, you turned the 55W halogen globe itself into a fuse.
