To change a fuse in Christmas tree lights, first locate the fuse box in the back of the lights. Then, use a screwdriver to remove the fuse cover. Once you've removed the cover, you'll see the fuse. Carefully remove the fuse and replace it with a new one of the same size and rating. Be sure to turn off the lights before changing the fuse and only use a fuse of the correct size and rating. That should do it!