The process for replacing a fuse in Christmas lights is fairly simple and can be done by following these steps: 1) Turn off the power to the lights. 2) Remove the old fuse from the fuse box. 3) Insert a new fuse of the same type and rating. 4) Reconnect the power supply and test the lights to ensure they are working properly. If the lights still do not work, there may be a more serious problem and it may be best to consult a qualified electrician.