re-read his answer. hook it all up, check, check again, then put the main fuse in. while you're hooking up anything, there should be no power coming through, the main fuse at the battery should not be installed, and you should have had the negative battery cable disconnected from the start. You're causing an arc as the wire gets close to the connectors...that's not good as it usually means a spike in the voltage and current(blows your fuses).

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2004 300M SPECIAL
Alpine CDA 9833
Alpine Pxa-h701
Alpine Rux-c701
Rockford fosgate p400-4
Rockford fosgate p4004
Hifonics BX 1205D
JBL c608 GTi
JBL p963
Infinity 2.5" center channel
Alpine type R 12"(2)
200 amp alternator
yellow top battery
0 awg power and ground (welding cable) 300 amp anl fuse
all active SQL set up with 2000 watts rms