The first thing I'd check is that the fuse is of a sufficient rating. If the fuse rating is too low and you overload the circuit, it'll blow the fuse. It's unlikely that this is the case, but since it's the easiest thing to check, it should be the first. Process of elimination, start with the simplest thing.

The second thing I'd check is that your GPS is not faulty. Try plugging something else (someone else's GPS or even the cigarette lighter) into the socket. If the fuse doesn't blow with the other GPS plugged in, your GPS is faulty. This could mean a damaged cable or a bent pin in the plug causing a short when you plug it in.

Personally, I don't believe it is a damaged wire behind the dash. If the active wire was damaged and shorting behind the dash, it'd blow every time you put a fuse in. Since it's only happening when you plug something in, it is more likely to be either the device you're plugging in, or the fuse.

The CD player appears to be running off the same fuse. Does the fuse blow when you are using the CD player?