A fried xformer

Tell me someone: I hooked my 15kv neon { new } transformer leads to each lead
of a  36000v .05uf capacitor for a little while, until I heard the frying
noise then removed it. The plates are seperate; It wasent a dead short, I
could understand it then but I was just charging the cap and timing the
duration of  time to the degree of loss to see how much charge was lost over
different time periods. Why would this burn up a transformer, why; why why
why why why!     Stephen Sanders.