Take a look at this picture in the breadboard thread. In this picture, the wires are plugged into rows 8 and 9 from the left while the switch is lined up with rows 7,8 and 9. This numbering isn't a hard and fast rule, it's just for this picture, many breadboards use letters for rows and the way the board is turned in this picture, the rows look like columns. Hope that last part isn't as confusing as it sounds now that I've reread it!
I wonder if you have plugged both wires into the same row. That would short them same as the switch would. Also note the position of the sliding part of the switch. It's in the off position for where the wires are plugged in and what would be the on position if there was a wire plugged into row 7. In other words, the slider connects the 2 leads directly under it.