I had a similar problem on my 2001 1.6 focus. The passenger-side (UK) side-lights and the number-plate lights were all out. The driver-side side lights were fine (seperate fuse). I changed the fuse and it blew as soon as I turned the light switch.
Much head-scratching and forum searching revealed a very odd solution to this problem: After NINE YEARS of no trouble with the lights, the number plate (licence plate) lights had developed a short. In my car, everything's plastic around these lights, so it's truly weird... but I removed the number plate lights, cleaned in there, popped them back in and presto! Problem solved. Shouldn't be a problem again for another nine years!