Hi Rippa,
before you experience severe trouble with your multimeter take a look at the attached circuit which is drawn in three possible conditions.
It's quite easy to see that Ohm's law is one of the most important when dealing with electricity.
Assuming an inner resistance of almost zero Ω a shorted 9V-battery (also shorted by an ammeter) might deliver a current of 900A at a resistance of 0.01Ω of the ammeter (theoretically).
Voltmeters are correctly wired across the load resistance to measure the true voltage drop (without losses within the cable), while ammeters are connected in series with the load resistor. Their resistance must be as low as possible to avoid any additional voltage drop because of resulting erroneous voltage drop readings across the load.
If you happen to connect your multimeter parallel to a supply source using the 10 or 20A range you might prepare to purchase a new one. (The fuse is only used for the 200mA range in most DMMs.)
Boncuk