fuse question

[GSX-PKV]

I have a XM radio that plugs into the cigarette lighter for power. Tonight when I plugged it in, it seemed to blow a fuse where my dome and glove box light and power antenna don't work but the radio and XM radio plugged into the cigarette lighter still do work when I have the ignition key on. I thought fuse 19 covered these so how does the lighter and radio still have power? It has power with the ignition key on, but no power when the key is off.