Votage readings are taken with the meter in parallel with the load.
Current readings are taken with the meter in series with the load.
A voltmeter presents a very high resistance load to the circuit. The ammeter presents a very low resistance load to the circuit.


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Figure 1. Correct way to measure voltage and current.
By connecting the ammeter in parallel with the load you have drawn the full short-circuit current that the battery is capable of. This will have blown the mA fuse but the battery isn't powerful enough to blow the 10 A fuse. If you had tried it on a car battery it would have - and if there is no 10 A fuse (as is common in the cheap meters) it would have burned out the shunt or PCB tracks and possibly destroyed the meter.
Never short-circuit a battery with an ammeter.