Your LED blew up because you did not have a resistor in series with the LED. The picture shows both ends of the resistor being connected to the same column of the bread board and so it is shorted out.
It's an auto-ranging meter. To do this you must pre-set the range before you make the turn-on measurement.Do that and tell us the new observation.
NICE CATCH MIKE ! I couldn't see it because I wasn't at home and it was hard to see on my cell phone.I knew it was operator error !
Sorry, but this is not true. Maybe the picture is not clear enough, but the wiring has no problem, otherwise how would you explain the picture with the Led on and 5 Volts displayed on the Multimeter, as well as the video?
Anyway, thanks to all, I am glad about this, because it was the opportunity to learn a couple of important things.
But at my first couple of tests, the Led blew up!I checked and doubled checked my wiring, looks OK.