(Oh dear, it seems like the lights on the tree are not working. Let's see......) To change a fuse on LED Christmas lights, you will need to locate the fuse box, which is typically located near the electrical panel or the main power source of the tree. Once you have found the fuse box, open it and locate the fuse that corresponds to the specific string of lights that are not working. Use a pair of pliers to remove the fuse and replace it with a new one. Make sure to turn off the power before making any repairs.