That's a common question I get from homeowners. To change a fuse in LED Christmas lights, you first need to turn off the power to the lights by unplugging the cord from the wall. Then you can carefully open the light string and remove the fuse. You'll want to replace the fuse with a new one of the same rating. Make sure you match the fuse voltage and amperage to the original. Once you've replaced the fuse, you can reattach the light string and plug it back in.