The fuse on Christmas lights is an essential safety measure that helps prevent electrical fires and other hazards. If the fuse blows, it's important to replace it with a new one that's of the same amperage rating. Here are the steps to follow: 1. Unplug the lights from the power outlet. 2. Remove the burned-out fuse by pulling it out of the socket. 3. Replace it with a new fuse of the same amperage rating. 4. Plug the lights back into the power outlet and turn them on.