Are you using a 15 amp fuse? I think that is the value. If you have passing lamps and they are hooked to the headlight circuite you may need to go to a 20 amp fuse. Maybe take the bulb out and see if it still blows. If it does look for a short, grounded or pinched wire. If anything has been added disconnect it for a test. If you have passing lamps turn them off.
A guess as to why it does not blow untill you start bike would be the voltage goes up when the bike starts.
If you touch the bulb clean it with alcohol.