It tripped the RCD so, that means there's a problem with the cable running to the shed. When you wired the socket, did you make clean, secure connections? If not, this may be your problem. It sounds like there was a time gap between the extension of the cable for the shed, and actually bringing it in to the shed. Was it sufficiently protected from water/damage during that time?
Ideally, the wire running to the shed (could be armoured cable) should be connected to a small distribution box in the shed, with lighting and sockets wired to different circuits. Depends on the size of the shed and what you're using it for though.
Electricity is a dangerous thing to be working with if you're not really sure what you're doing.