In [TGH: 40, Damane, 484], Egwene's sul'dam describes how the Empress will sometimes make a man wear the bracelet of the a'dam connected to a damane. Sometimes nothing happens, and sometimes "both die, screaming." We see something similar happen in [TFOH: 32, A Short Spear, 370] when Rand tries to free the damane in Seanchan. A third example is in [ACOS: 8, The Figurehead, 164], when Aran'gar frees Moggy from the a'dam while Egwene is wearing the bracelet: "A sudden stab of pain through that pocket of sensations in the back of her head.... Had she felt it directly, it would have been numbing. As it was, her eyes bulged in shock. A man who could channel was touching the necklace around Moghedien's neck; this was one link no man could be brought into."

What's happening here? Well, it seems as if the men who are affected by the a'dam are those who can channel, or maybe who have the ability to learn. According to Elayne's study of the a'dam, it works by creating an uneven link between channelers, in which the bracelet holder has complete control. So possible explanations for the "die screaming" effect are:

1. A male and a female are linked, with the man in control. A female must control such a link due to the nature of the OP. So the a'dam link is backwards, which could have a bad effect.
2. Possibly, they find themselves each touching the wrong half of the Source, and cannot stand to do this, and consequently experience immense pain and have their pitiful lives snuffed out by the overbearing power of the wrong half of the OP pouring through their frail bodies. (NOTE that this suggestion is seemingly contradicted by events at the end of WH, which had several examples of men handling saidar and women handling saidin while linked in mixed-gender circles.)
3. Putting a male in the a'dam link somehow creates a "short circuit" in the One Power, frying both participants in the link unless they break it pronto.