Well, its a common pitfall that most (if not all) amateur enthusiasts fall into when they take their first steps with an oscilloscope. People ask me "what should be my first oscilloscope" and i reply "the cheapest non-PC based bench-top oscilloscope you can find". Why is that? Its like the first car: It will get ruined, badly misused, maybe burned to ashes on the stake.
So here is a very common pitfall. The probe has a ground pin usually comes out as an alligator clip. Weird as it sounds, unless if you have an insulated probe, this alligator clip is directly connected internally to the mains ground. So, if you test a circuit with a non-insulated mains power supply and you connect the crock to the wrong circuit portion (anything close to L), BAM! Current will rush through the probe, through your expensive oscilloscope down to earth.
Side note: This can well happen with your USB programmer. I've burned one along with a couple of USB ports on my PC. The ground plane of the PC is also connected to the mains earth. So, i was testing my uninsulated PIC dimmer when i decided to connect the PICKit on the circuit but i forgot to remove the power...