To change a fuse on Christmas tree lights, follow these steps: 1. Turn off the lights and unplug the string of lights from the outlet. 2. Look for the fuse box on the string of lights. It is usually located near the plug. 3. Open the fuse box and locate the blown fuse. 4. Remove the blown fuse and replace it with a new fuse of the same rating. 5. Close the fuse box and plug the string of lights back into the outlet. 6. Turn on the lights and check that they are working properly.