I'm currently installing a HALO LED SLD405930WHR (EATON) i bought the Lutron CL dimmer SCL153PRWH which is compatible according to EATON website.
The HALO LED has 2 cables white and black, the jbox has 3 cables: white, red and black. I use a test pen and black is voltage.
When i plug HALO LED black cable to jbox black and HALO LED white cable to jbox white and there is no dimmer installed (dimmer socket cables not connected) HALO LED goes on.
As soon as i connect the dimmer, the dimmer burns and there is a short circuit. The dimmer socket has 2 cables black and red. 
Not sure which cables to use in the lamp or dimmer.
My guess is that lamp should be using jbox black and red
and same as dimmer. Will use a new dimmer, but want to check which one to use before i burn them.
Best Answer
Dimmers don't like shorting
The dimmer indeed should be black to black and red to red, with green to the grounds and the red/white striped wire capped off. The light fixture though needs to go from wall box red to fixture black and wall box white to fixture white, with the grounds connected and the black wire in the fixture box capped off.
Connecting the light to black and red won't work because there's no return path for the current (i.e. no connection to neutral). Your dimmer burnt because you grounded its output (the red wire) -- you should never ground a wire you don't know what to do with. Cap it off by itself instead if in doubt.